Method of empirical means in stochastic programming problems

Autor:	Yu. M. Ermoliev, Pavel S. Knopov
Rok vydání:	2006
Předmět:	Mathematical optimization Identification (information) General Computer Science Stochastic modelling Stochastic optimization Sample mean and sample covariance Stochastic programming Mathematics
Zdroj:	Cybernetics and Systems Analysis. 42:773-785
ISSN:	1573-8337 1060-0396
DOI:	10.1007/s10559-006-0118-z
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::9a49a5c47fe634d1222c5407ba237b7b https://doi.org/10.1007/s10559-006-0118-z Zobrazit plný text záznamu Full text from SpringerLink