A stochastic improvement method for stochastic programming

DOI10.1016/0167-9473(92)90063-LzbMath0937.90509OpenAlexW2003247942MaRDI QIDQ2563621

Hiroaki Ishii, Hiroshi Morita

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90063-l

zbMATH Keywords

stochastic programmingmultivariate regression analysisstochastic improvement method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear programming (90C05) Stochastic programming (90C15)

Cites Work

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• A variation on Karmarkar’s algorithm for solving linear programming problems
• Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
• CONFIDENCE REGION METHOD FOR A STOCHASTIC PROGRAMMING PROBLEM
• The minimax approach to stochastic programming and an illustrative application
• Statistical decision analysis of stochastic linear programming problems

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