Optimal sampling and the right-hand side of a linear program: Sensitivity analysis revisited |
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Authors: | Andrew F. Daughety |
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Abstract: | This paper examines right-hand side sensitivity analysis in linear programming as a problem in optimal sampling. Specifically, the insensitivity point of a solution is defined as the point at which the expected gain from increased accuracy in the prediction of a resource level is equal to the expected cost of procuring the information. The problem is structured using the rudiments of optimal statistical decision theory. |
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