Estimation of an optimal solution of a LP problem with unknown objective function

DOI10.1007/S10107-003-0482-7zbMath1073.90023OpenAlexW2091622764MaRDI QIDQ1764240

Tomás Prieto-Rumeau

Publication date: 24 February 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0482-7

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

Stochastic Algorithms for the Estimation of an Optimal Solution of a LP Problem. Convergence and Central Limit Theorem

Cites Work

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• stochastic quasigradient methods and their application to system optimization^†
• Stochastic Minimization with Constant Step-Size: Asymptotic Laws
• Introduction to Stochastic Programming
• Stochastic Algorithms for the Estimation of an Optimal Solution of a LP Problem. Convergence and Central Limit Theorem
• On Asymptotic Normality in Stochastic Approximation
• Stochastic Estimation of the Maximum of a Regression Function

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