An (*e-Approximation Scheme for Minimum Variance Resource Allocation Problems

Katoh, N. (1988). An (*e-Approximation Scheme for Minimum Variance Resource Allocation Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-020


Download (431kB) | Preview


The minimum variance resource allocation problem asks to allocate a given amount of discrete resource to a given set of activities so that the variance of the profits among activities is minimized. The author presents a fully polynomial time approximation scheme for this problem.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Methodology of Decision Analysis (MDA)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:59
Last Modified: 27 Aug 2021 17:13

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313