Method of empirical means in stochastic programming problems

Ermoliev, Y. & Knopov, P.S. (2006). Method of empirical means in stochastic programming problems. Cybernetics and Systems Analysis 42 (6) 773-785. 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:	02 Feb 2022 14:10
URI:	https://pure.iiasa.ac.at/13455

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