文章基本信息

标题：Risk programming and sparse data: how to get more reliable results
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作者：Hardaker, J. Brian ; Lien, Gudbrand D. ; Van Asseldonk, Marcel A.P.M. 等
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2008
卷号：39
期号：SUPPL
出版社：Food Distribution Research Society
摘要：Because relevant historical data for farms are inevitably sparse, most risk programming studies rely on few observations. We discuss how to use available information to derive an appropriate multivariate distribution function that can be sampled for a more complete representation of the possible risks in riskbased models. For the particular example of a Norwegian mixed livestock and crop farm, the solution is shown to be unstable with few states, although the cost of picking a sub-optimal plan declines with increases in number of states by Latin Hypercube sampling.
关键词：Risk programming;states of nature;sparse data