Method of empirical means in stochastic programming problems

Ermoliev Y & Knopov PS (2006). Method of empirical means in stochastic programming problems. Cybernetics and Systems Analysis 42 (6): 773-785. DOI:10.1007/s10559-006-0118-z.

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Abstract

This paper deals with the empirical mean method, which is one of the most well-known methods of solving stochastic programming problems. The authors present their results obtained in recent years and discuss their application to estimation and identification problems.

Item Type: Article
Uncontrolled Keywords: Empirical mean method; Estimate; Estimation; Optimization; Risk
Depositing User: Luke Kirwan
Date Deposited: 28 Jul 2016 12:49
Last Modified: 25 Jan 2017 14:17
URI: http://pure.iiasa.ac.at/13455

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