On the convergence rate of empirical estimates in chance constrained stochastic programming

Vlasta Kaňková

Kybernetika (1990)

  • Volume: 26, Issue: 6, page 449-461
  • ISSN: 0023-5954

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Kaňková, Vlasta. "On the convergence rate of empirical estimates in chance constrained stochastic programming." Kybernetika 26.6 (1990): 449-461. <http://eudml.org/doc/27989>.

@article{Kaňková1990,
author = {Kaňková, Vlasta},
journal = {Kybernetika},
keywords = {chance constrained stochastic programming; optimal value estimates; stochastic dependent samples},
language = {eng},
number = {6},
pages = {449-461},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the convergence rate of empirical estimates in chance constrained stochastic programming},
url = {http://eudml.org/doc/27989},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Kaňková, Vlasta
TI - On the convergence rate of empirical estimates in chance constrained stochastic programming
JO - Kybernetika
PY - 1990
PB - Institute of Information Theory and Automation AS CR
VL - 26
IS - 6
SP - 449
EP - 461
LA - eng
KW - chance constrained stochastic programming; optimal value estimates; stochastic dependent samples
UR - http://eudml.org/doc/27989
ER -

References

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  8. V. Kaňková, Empirical estimates in stochastic programming, In: Trans. Tenth Prague Conference, Academia, Prague 1986. (1986) 
  9. V. Kaňková, Estimates in stochastic programming - chance constrained case, Problems Control Inform. Theory 18 (1989), 4, 251-260. (1989) MR1017408
  10. W. Römisch, A. Wakolbinger, Obtaining convergence rates for approximations in stochastic programming, In: Parametric Optimization and Related Topics, Akademie-Verlag, Berlin 1987. (1987) MR0909737
  11. R. Wets, A Statistical Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse, Research Report, Univ. Kentucky, Lexington, Kentucky 1979. (1979) 
  12. S. Vogel, Stability results for stochastic programming problems, Optimization 19 (1988), 2, 269-288. (1988) Zbl0649.90078MR0948397

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