A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP

DOI10.1016/S0167-6377(03)00066-XzbMath1056.90108MaRDI QIDQ1433663

Xiaoling Hou, Prékopa, András

Publication date: 1 July 2004

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Stochastic programmingConfidence intervalGame theoryLogconcavity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Convex programming (90C25) Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15)

Cites Work

• Unnamed Item
• Unnamed Item
• Laws of large numbers for random linear programs

This page was built for publication: A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP