An approach to input-output modeling is proposed in which the inner consumption and the final demand are random. The main aspects of its novelty are: (a) the economy is allowed to be nonproductive with a certain probability ϰ ∈ [0,1); (b) the economy can be open, which means that import of the corresponding commodities is included in the model. In this approach, the production-and-import plan is set to be feasible if the probability of not satisfying the final demand does not exceed a certain value α ∈ (0,1). Then the problem of finding optimal plans consists in minimizing the production and import costs on the set of feasible plans. The solvability of this problem and properties of the solutions are studied and a concrete example of the stochastic input-output model is analyzed.
Accepté le :
DOI : 10.1051/ro/2018046
Mots-clés : Leontief model, stochastic model, optimization, cost function, open economy
@article{RO_2019__53_4_1155_0,
author = {Kozicka, Marta},
title = {A novel approach to stochastic input-output modeling},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {1155--1169},
publisher = {EDP-Sciences},
volume = {53},
number = {4},
year = {2019},
doi = {10.1051/ro/2018046},
zbl = {1427.91182},
mrnumber = {3986367},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ro/2018046/}
}
TY - JOUR AU - Kozicka, Marta TI - A novel approach to stochastic input-output modeling JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2019 SP - 1155 EP - 1169 VL - 53 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2018046/ DO - 10.1051/ro/2018046 LA - en ID - RO_2019__53_4_1155_0 ER -
%0 Journal Article %A Kozicka, Marta %T A novel approach to stochastic input-output modeling %J RAIRO - Operations Research - Recherche Opérationnelle %D 2019 %P 1155-1169 %V 53 %N 4 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2018046/ %R 10.1051/ro/2018046 %G en %F RO_2019__53_4_1155_0
Kozicka, Marta. A novel approach to stochastic input-output modeling. RAIRO - Operations Research - Recherche Opérationnelle, Tome 53 (2019) no. 4, pp. 1155-1169. doi : 10.1051/ro/2018046. http://archive.numdam.org/articles/10.1051/ro/2018046/
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