| Title:
|
On the convergence rate of empirical estimates in chance constrained stochastic programming (English) |
| Author:
|
Kaňková, Vlasta |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
26 |
| Issue:
|
6 |
| Year:
|
1990 |
| Pages:
|
449-461 |
| . |
| Category:
|
math |
| . |
| MSC:
|
65K05 |
| MSC:
|
90C15 |
| idZBL:
|
Zbl 0721.90057 |
| idMR:
|
MR1089809 |
| . |
| Date available:
|
2009-09-24T18:21:30Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124834 |
| . |
| Reference:
|
[1] P. Billingsley: Convergence of Probability Measures.J. Wiley, New York 1977. MR 0233396 |
| Reference:
|
[2] А. В. Цыбакоб: Оценка точносту метода минимизации эмпиричецкого руска.Проблемы передачи информации 17 (1981), 1, 50 - 61. Zbl 1170.01413, MR 0647424 |
| Reference:
|
[3] J. Dupačová: Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis.Optimization 18 (1987), 4, 507-532. MR 0909659 |
| Reference:
|
[4] J. Dupačová, R, Wets: Asymptotic behaviour of statistical estimators and the optimal solutions of stochastic optimization problems.Ann. Statist. 16 (1988), 4, 1517-1549. MR 0964937 |
| Reference:
|
[5] W. Hoeffding: Probability inequalities for sums of bounded random variables.J. Amer. Statist. Assoc. 58 (1963), 301, 13-30. Zbl 0127.10602, MR 0144363 |
| Reference:
|
[6] V. Kaňková: Optimum soJution of a stochastic problem with unknown parameters.In: Trans. Seventh Prague Conference, Academia, Prague 1977, pp. 239-244. MR 0519478 |
| Reference:
|
[7] V. Kaňková: An approximative solution of a stochastic optimization problem.In:Trans. Eighth Prague Conference, Academia, Prague 1978, pp. 327-332. MR 0536792 |
| Reference:
|
[8] V. Kaňková: Empirical estimates in stochastic programming.In: Trans. Tenth Prague Conference, Academia, Prague 1986. |
| Reference:
|
[9] V. Kaňková: Estimates in stochastic programming - chance constrained case.Problems Control Inform. Theory 18 (1989), 4, 251-260. MR 1017408 |
| Reference:
|
[10] W. Römisch, A. Wakolbinger: Obtaining convergence rates for approximations in stochastic programming.In: Parametric Optimization and Related Topics, Akademie-Verlag, Berlin 1987. MR 0909737 |
| Reference:
|
[11] R. Wets: A Statistical Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse.Research Report, Univ. Kentucky, Lexington, Kentucky 1979. |
| Reference:
|
[11] S. Vogel: Stability results for stochastic programming problems.Optimization 19 (1988), 2, 269-288. Zbl 0649.90078, MR 0948397 |
| . |
