@article{iiasa13455, volume = {42}, number = {6}, month = {November}, title = {Method of empirical means in stochastic programming problems}, publisher = {Springer}, year = {2006}, journal = {Cybernetics and Systems Analysis}, doi = {10.1007/s10559-006-0118-z}, pages = {773--785}, keywords = {Empirical mean method; Estimate; Estimation; Optimization; Risk}, url = {https://pure.iiasa.ac.at/id/eprint/13455/}, issn = {1060-0396}, 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.}, author = {Ermoliev, Y. and Knopov, P. S.} }