Inference of statistical bounds for multistage stochastic programming problems

Mathematical Methods of Operations Research

Volumn 58, Issue 1, 2003, Pages 57-68

  Shapiro, Alexander ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Consistent estimators; Monte Carlo sampling; Multistage stochastic programs with recourse; Statistical bounds; Stochastic programming

Indexed keywords

APPROXIMATION THEORY; MONTE CARLO METHODS; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES; STATISTICAL METHODS; THEOREM PROVING; VECTORS;

CONSISTENT ESTIMATORS; MONTE CARLO SAMPLING; MULTISTAGE STOCHASTIC PROGRAMS WITH RECOURSE; STATISTICAL BOUNDS;

STOCHASTIC PROGRAMMING;

EID: 21044447935     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860300280     Document Type: Article

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