Stochastic goal programming with estimated parameters

DOI10.1007/BF01283628zbMath0418.90068OpenAlexW2081932503MaRDI QIDQ3851983

Jati K. Sengupta

Publication date: 1979

Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01283628

zbMATH Keywords

stochastic programminggoal programmingestimated parametersBayesian framework

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items

MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING

Cites Work

• Maximally-Invariant Quadratic Unbiased Estimators
• Statistical decision analysis of stochastic linear programming problems
• Maximum-likelihood estimation for the mixed analysis of variance model
• A Stochastic Approach to Goal Programming
• Estimation of variance and covariance components—MINQUE theory
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
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