Computer Experiences with Successive Regression Approximations for Solving Equations

Author:

Deák István

Publisher

Springer US

Reference25 articles.

1. Bjorck, A.: Numerical methods for least squares problems, SIAM, 1996, pp.408.

2. Deák, I.: Computation of multiple normal probabilities, in: Symp. on Stochastic Programming, Oberwolfach, 1979, ed. P. Kall, Springer Lecture Notes in Economics and Math. Systems, Springer, 107–120.

3. Deák, I.: Three digit accurate multiple normal probabilities, Numerische Math. 35 (1980) 369–380.

4. Deák, I.: Computing probabilities of rectangles in case of multidimensional normal distribution, J. Stat. Corp. and Simul. 26 (1986), 101–114.

5. Deák, I.: Procedures to solve STABIL on a parallel computer, Working Paper, 1989, University of Wisconsin, Department of Industrial Engineering, 89–10, pp. 26., lecture at the Vth International Conference on Stochastic Programming, Ann Arbor, MI, 1989.

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Testing successive regression approximations by large-scale two-stage problems;Annals of Operations Research;2009-09-18

2. Rare event probabilities in stochastic networks;Central European Journal of Operations Research;2008-06-18

3. Solving Stochastic Programming Problems by Successive Regression Approximations — Numerical Results;Lecture Notes in Economics and Mathematical Systems;2004

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