메뉴 건너뛰기




Volumn 47, Issue 1, 1998, Pages 39-49

On the glivenko-cantelli problem in stochastic programming: Mixed-integer linear recourse

Author keywords

Empirical Measures; Stochastic Programming; Uniform Convergence; Value Functions of Mixed Integer Linear Programs

Indexed keywords


EID: 0042243785     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01193835     Document Type: Article
Times cited : (4)

References (20)
  • 1
    • 0001100357 scopus 로고
    • Stability results for stochastic programs and sensors, allowing for discontinuous objective functions
    • Artstein Z, Wets RJ-B (1994) Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. SIAM Journal on Optimization 4:537-550
    • (1994) SIAM Journal on Optimization , vol.4 , pp. 537-550
    • Artstein, Z.1    Wets, R.J.-B.2
  • 2
    • 0002106536 scopus 로고
    • Consistency of minimizers and the SLLN for stochastic programs
    • Artstein Z, Wets RJ-B (1995) Consistency of minimizers and the SLLN for stochastic programs. Journal of Convex Analysis 2:1-17
    • (1995) Journal of Convex Analysis , vol.2 , pp. 1-17
    • Artstein, Z.1    Wets, R.J.-B.2
  • 4
  • 5
    • 0012647540 scopus 로고
    • The value function of a mixed integer program: I
    • Blair CE, Jeroslow RG (1977) The value function of a mixed integer program: I. Discrete Mathematics 19:121-138
    • (1977) Discrete Mathematics , vol.19 , pp. 121-138
    • Blair, C.E.1    Jeroslow, R.G.2
  • 6
    • 0021523101 scopus 로고
    • Constructive characterization of the value function of a mixed-integer program I
    • Blair CE, Jeroslow RG (1984) Constructive characterization of the value function of a mixed-integer program I. Discrete Applied Mathematics 9:217-233
    • (1984) Discrete Applied Mathematics , vol.9 , pp. 217-233
    • Blair, C.E.1    Jeroslow, R.G.2
  • 7
    • 0041900962 scopus 로고
    • L-shaped decomposition of two-stage stochastic programs with integer recourse
    • Institute of Mathematics, University of Copenhagen, Mathematical Programming, to appear
    • Carøe CC, Tind J (1995) L-shaped decomposition of two-stage stochastic programs with integer recourse. Technical Report, Institute of Mathematics, University of Copenhagen, Mathematical Programming, to appear
    • (1995) Technical Report
    • Carøe, C.C.1    Tind, J.2
  • 9
    • 0000415520 scopus 로고
    • The integer L-shaped method for stochastic integer programs with complete recourse
    • Laporte G, Louveaux FV (1993) The integer L-shaped method for stochastic integer programs with complete recourse. Operations Research Letters 13:133-142
    • (1993) Operations Research Letters , vol.13 , pp. 133-142
    • Laporte, G.1    Louveaux, F.V.2
  • 12
    • 11644304499 scopus 로고    scopus 로고
    • On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions
    • International Institute for Applied Systems Analysis, Laxenburg, Mathematics of Operations Research, to appear
    • Pflug GCh, Ruszczyński A, Schultz R (1996) On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions. Working Paper WP-96-020, International Institute for Applied Systems Analysis, Laxenburg, Mathematics of Operations Research, to appear
    • (1996) Working Paper , vol.WP-96-020
    • Pflug, G.Ch.1    Ruszczyński, A.2    Schultz, R.3
  • 15
    • 0001805304 scopus 로고
    • On structure and stability in stochastic programs with random technology matrix and complete integer recourse
    • Schultz R (1995) On structure and stability in stochastic programs with random technology matrix and complete integer recourse. Mathematical Programming 70:73-89
    • (1995) Mathematical Programming , vol.70 , pp. 73-89
    • Schultz, R.1
  • 16
    • 0030504234 scopus 로고    scopus 로고
    • Rates of convergence in stochastic programs with complete integer recourse
    • Schultz R (1996) Rates of convergence in stochastic programs with complete integer recourse. SIAM Journal on Optimization 6:1138-1152
    • (1996) SIAM Journal on Optimization , vol.6 , pp. 1138-1152
    • Schultz, R.1
  • 17
    • 0342980502 scopus 로고
    • Solving stochastic programs with integer recourse by enumeration: A framework using Grobner basis reductions
    • to appear
    • Schultz R, Stougie L, van der Vlerk MH (1995) Solving stochastic programs with integer recourse by enumeration: a framework using Grobner basis reductions. Mathematical Programming, to appear
    • (1995) Mathematical Programming
    • Schultz, R.1    Stougie, L.2    Van Der Vlerk, M.H.3
  • 19
    • 0000080373 scopus 로고
    • The Glivenko-Cantelli problem
    • Talagrand M (1987) The Glivenko-Cantelli problem. The Annals of Probability 15:837-870
    • (1987) The Annals of Probability , vol.15 , pp. 837-870
    • Talagrand, M.1
  • 20
    • 0001954668 scopus 로고
    • Necessary and sufficient conditions for the uniform convergence of means to their expectations
    • Vapnik VN, Červonenkis AY (1981) Necessary and sufficient conditions for the uniform convergence of means to their expectations. Theory of Probability and Applications 26:532-553
    • (1981) Theory of Probability and Applications , vol.26 , pp. 532-553
    • Vapnik, V.N.1    Červonenkis, A.Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.