We propose a parameter estimation method based on what we call the minimum decisional regret principle. We focus on mathematical programming models with objective functions that depend linearly on ...

This is a preview. Log in through your library . Abstract Traditional sensitivity analysis of linear programming objective function coefficients concerns itself with variations in single parameters.

Industrial organizations are racing to implement AI, yet many struggle to demonstrate concrete value from their investments. The missing element isn't better algorithms or more data; it's clarity ...