Analisis Risiko Dengan Pendekatan Model MOTAD  

Oleh:

Nusantoro, Adi

Jenis: Article from Journal - ilmiah nasional - tidak terakreditasi DIKTI - atma jaya
Dalam koleksi: Atma nan Jaya vol. 6 no. 1 (Apr. 1993), page 1-13.
Topik: programming; Total Absolute Deviations; Quadratic Programming; Linear Programming
Fulltext: Adi Nusantoro.pdf (733.09KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: AA48.4 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada	Lihat Detail Induk
Perpustakaan PKPM Nomor Panggil: A66 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada	Lihat Detail Induk

Isi artikel

In recent years, linear programming (LP) techniques, recommended as analytica tools to handle problems requiring a choice among a large number of attractive methods does not include risk in its analysis. Selecting is typically a risky activity and excluding risk from the analysis often leads to results which are totally unrealistic. One approach to the problem of decision making under risk is to use the expected income variance crietrion. This assumes that a decision maker's preference are based on expected income E (y) and its associated income variance V (y), and is referred to as the E-V decision rule. In planning analysis, the E-V approach has been popular but it is often limited by the need to use quadratic programming (qp). many methods have been proposed to find an approximate solution to the QP using LP approach. One of the LP alternatives is the minimization of the total absolute deviations (MOTAD) approach.

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