Restricted Bayes strategies for convex stochastic programs (Q801815)
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scientific article; zbMATH DE number 3880445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Restricted Bayes strategies for convex stochastic programs |
scientific article; zbMATH DE number 3880445 |
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Restricted Bayes strategies for convex stochastic programs (English)
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1984
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Convex stochastic programs are considered where the joint distribution of the involved random variables is unknown. It is supposed that the class of probability distributions is known as well as a single of its elements with the confidence measure \(\rho\in [0,1]\). This problem is reduced to a problem of the same type with known distribution.
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restricted Bayes strategy
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simple recourse
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Convex stochastic programs
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