Confidence Regions for Linear Programs with Random Coefficients

2839 20 2893 3 5732 document 2893 WP-86-020.pdf application/pdf b3ec1e817350d55238e118e7f838e76e MD5 332281 2016-01-15 01:57:05 https://pure.iiasa.ac.at/id/eprint/2839/1/WP-86-020.pdf 2839 1 1 text en public

WP-86-020.pdf

22 08092bf070d5c79221d4232b19f69d2b1c90cf79 19210 1 30940 document 19210 indexcodes.txt text/x-c++ d179d82d89190a6c4ac65fb410880107 MD5 4765 2016-01-15 13:54:13 https://pure.iiasa.ac.at/id/eprint/2839/2/indexcodes.txt 2839 2 2 text/x-c++ other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/2893 19211 2 30941 document 19211 lightbox.jpg image/png 0b8768b00b80fd4171fe14a8b3c92342 MD5 12901 2016-01-15 13:54:16 https://pure.iiasa.ac.at/id/eprint/2839/3/lightbox.jpg 2839 3 3 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2893 19212 2 30942 document 19212 preview.jpg image/png 8f2c200882495820f89d7b7a4a0759d6 MD5 5834 2016-01-15 13:54:17 https://pure.iiasa.ac.at/id/eprint/2839/4/preview.jpg 2839 4 4 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2893 19213 2 30943 document 19213 medium.jpg image/png 26ea959dfa6ee4884e117f584f129273 MD5 2290 2016-01-15 13:54:17 https://pure.iiasa.ac.at/id/eprint/2839/5/medium.jpg 2839 5 5 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2893 19214 2 30944 document 19214 small.jpg image/png 9138a4598bc21c3f6a645ab85d86e058 MD5 956 2016-01-15 13:54:18 https://pure.iiasa.ac.at/id/eprint/2839/6/small.jpg 2839 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2893 82171 2 230575 document 82171 WP-86-020.pdf application/pdf 0cfa57491d3e355dbbc4eaa4b31c20a0 MD5 1026607 2018-03-14 08:31:37 https://pure.iiasa.ac.at/id/eprint/2839/7/WP-86-020.pdf 2839 7 7 application/pdf other Coversheet version en public

WP-86-020.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2893 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2893 archive 351 disk0/00/00/28/39 2016-01-15 01:57:05 2021-08-27 17:12:43 2016-01-15 01:57:05 monograph show 2 Cipra T. AL0570 Confidence Regions for Linear Programs with Random Coefficients pub iis_met prog_ado If random values in a linear program with random coefficients can be predicted using previous observations on them one can utilize the appropriate prediction region and construct a confidence interval in which the optimal value of the objective function lies with a given probability (or even construct a confidence region for the optimal decision). It is a new statistical approach based on projection of the observed data into the time period of interest. The results are demonstrated by a numerical example. 1986-05 published WP-86-020 WP-86-020 10 1814 public working_paper IIASA, Laxenburg, Austria 26 FALSE info:eu-repo/semantics/book