A note on the behavior of approximate solutions in stochastic programming with completely fixed resource

A note on the behavior of approximate solutions in stochastic programming with completely fixed resource

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Article ID: iaor19931574
Country: Brazil
Volume: 2
Issue: 2
Start Page Number: 171
End Page Number: 175
Publication Date: Dec 1991
Journal: Investigacin Operativa
Authors:
Abstract:

A class of nonparametric density function estimators is defined by fixing a set of properties. Bounds for the expectation and variance of the approximation error in Stochastic Linear Programming with completely fixed resource are derived. A result of this paper permits confidence intervals for the optimum value to be computed.

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