Stability in stochastic programming with recourse-estimated parameters-Reference-Cited by-同舟云学术

Stability in stochastic programming with recourse-estimated parameters

Published:1984-01 Issue:1 Volume:28 Page:72-83
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Mathematical Programming

Author:

Dupačová J.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF02612713.pdf

Reference17 articles.

1. J. Aitchison and S.D. Silvey, “Maximum likelihood estimation of parameters subject to restraints”,Annals of Mathematical Statistics 29 (1958) 813–828.

2. R.N. Bhattacharya, “Refinements of the multidimensional central limit theorem and applications”,The Annals of Probability 5 (1977) 1–27.

3. J.H. Bigelow and N.Z. Shapiro, “Implicit function theorems for mathematical programming and for systems of inequalities”,Mathematical Programming 6 (1974) 141–156.

4. J. Dupačová, “Minimaxová úloha stochastického programování a momentový problém”,Ekonomicko-Matematický Obzor 13 (1977) 279–307. [Extended abstract: “Minimax approach to stochastic linear programming and the moment problem. Selected results”,Zeitschrift für angewandte Mathematik und Mechanik 58 (1978) T466–T467.]

5. J. Dupačová, “On minimax decision rule in stochastic linear programming”, in: A. Prékopa, ed.,Mathematical methods of operations research 1, (Akademiai Kiaidó, Budapest, 1980) pp. 38–48.

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