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: | Bouza Carlos |
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.