o******6 发帖数: 538 | 1 ☆─────────────────────────────────────☆
vshi (Victor) 于 (Wed Mar 5 10:11:10 2008) 提到:
发这种帖子,不知是否妥当.But give it a shot anyway :-)
A function is defined: g(x)=F(x+at)-F(x- bt), where x>bt, a>0,b>0,t>0, F(.)
is the cumulative distribution function of a random variable.The random
variable is sth like customer demand, so it takes non-negative values.
Question: How to choose x to maximize g(x)? I would like some structural
results (not numerical results by assuming a specific distribution). For |
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