Measures of global sensitivity in linear programming: applications in banking sector
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-021-03980-x.pdf
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4. Ben-Tal, A., & Nemirovski, A. (1999). Robust solutions of uncertain linear programs. Operations Research Letters, 25(1), 1–13.
5. Borgonovo, E., Buzzard, G. T., & Wendell, R. E. (2018). A global tolerance approach to sensitivity analysis in linear programming. European Journal of Operational Research, 267(1), 321–337. https://doi.org/10.1016/j.ejor.2017.11.034.
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