On statistical sensitivity analysis in stochastic programming (Q1178440)

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scientific article; zbMATH DE number 21672
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On statistical sensitivity analysis in stochastic programming
scientific article; zbMATH DE number 21672

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    On statistical sensitivity analysis in stochastic programming (English)
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    26 June 1992
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    The optimal solutions of stochastic programs are discussed by means of a statistical sensitivity analysis. Numerical examples are given indicating the asymptotic behavior of estimated optimal solutions.
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    statistical sensitivity analysis
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    asymptotic behavior of estimated optimal solutions
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