Date of Award

3-1992

Document Type

Thesis

Degree Name

Master of Science

Department

Department of Operational Sciences

First Advisor

Kenneth W. Bauer, PhD

Abstract

This research investigated an alternative to the traditional approaches of optimizing a stochastic response surface subject to constraints. This research investigated the bias in the expected value of the solution, possible alternative decision variable settings, and a method to improve the solution. A three step process is presented to evaluate stochastic response surfaces subject to constraints. Step 1 is to use a traditional approach to estimate the response surface and a covariance matrix through regression. Step 2 samples the objective function of the linear program (i.e., response surface) and identifies the extreme points visited. Step 3 presents a method to estimate the optimal extreme point and present that information to a decision maker.

AFIT Designator

AFIT-GOR-ENS-92M-14

DTIC Accession Number

ADA248108

Comments

The author's Vita page is omitted.

Share

COinS