Prediction in stochastic linear programming

Tomáš Cipra

Kybernetika (1987)

  • Volume: 23, Issue: 3, page 214-226
  • ISSN: 0023-5954

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Cipra, Tomáš. "Prediction in stochastic linear programming." Kybernetika 23.3 (1987): 214-226. <http://eudml.org/doc/28762>.

@article{Cipra1987,
author = {Cipra, Tomáš},
journal = {Kybernetika},
keywords = {random coefficients; prediction},
language = {eng},
number = {3},
pages = {214-226},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Prediction in stochastic linear programming},
url = {http://eudml.org/doc/28762},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Prediction in stochastic linear programming
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 3
SP - 214
EP - 226
LA - eng
KW - random coefficients; prediction
UR - http://eudml.org/doc/28762
ER -

References

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  1. G.E. P. Box, G.M.Jenkins, Time Series Analysis, Forecasting and Control. Holden Day, San Francisco 1970. (1970) Zbl0249.62009MR0272138
  2. T. Cipra, Time Series Analysis with Applications in Economy, (in Czech). SNTL/ALFA, Prague 1986. (1986) 
  3. T. Cipra, Confidence regions for linear programs with random coefficients, Working Paper WP-86-20, International Institute for Applied Systems Analysis, Laxenburg 1986. (1986) 
  4. T. Cipra, Time series in linear programs with random right-hand sides, Working Paper WP-86-21, International Institute for Applied Systems Analysis, Laxenburg 1986. (1986) 
  5. T. Cipra, Time series in linear programs, International Conference on Stochastic Programming, Prague 1986 (unpublished). (1986) 
  6. P. J. Dhrymes, Econometrics, Statistical Foundations and Applications. Springer, New York 1974. (1974) Zbl0296.62001MR0408165
  7. J. Dupacova, R. Wets, Asymptotic behavior of statistical estimators and optimal solutions for stochastic optimization problems, Working Paper WP-86-41, International Institute for Applied Systems Analysis, Laxenburg 1986. (1986) 
  8. T. Gal, J. Nedoma, Multiparametric linear programming, Management Sci. 18 (1972), 406-422. (1972) Zbl0237.90037MR0292502
  9. C. W. J. Granger, P. Newbold, Forecasting Economic Time Series, Academic Press, New York 1977. (1977) 
  10. S. H. Hymans, Simultaneous confidence intervals in econometric forecasting, Econometrica 36 (196S), 18-30. (196S) 
  11. J. Johnston, Econometric Methods, McGraw-Hill, New York 1972. (1972) 
  12. D. B. Judin, Mathematical Methods of Control under Incomplete Information - Problems and Methods of Stochastic Programming, (in Russian). Sovietskoje Radio, Moskva 1974. (1974) MR0432216
  13. D. C. Montgomery, L. A. Johnson, Forecasting and Time Series Analysis, McGraw-Hill, New York 1976. (1976) Zbl0411.62067
  14. F. Nožička J. Guddat H. Hollatz, B. Bank, Theorie der linearen parametrischen Optimierung, Akademie-Verlag, Berlin 1974. (1974) 
  15. R. Theodorescu, Random programs, Math. Operationsforsch. Statist. 3 (1972), 19-47. (1972) Zbl0235.90043MR0325144
  16. D. Walkup, R. Wets, Lifting projections of convex polyhedra, Pacific J. Math. 28 (1969), 465-475. (1969) Zbl0172.23702MR0242055
  17. R. Wets, Programming under uncertainty: the equivalent convex program, SIAM J. Appl. Math. 74 (1966), 89-105. (1966) Zbl0139.13303MR0189811
  18. R. Wets, Stochastic programs with fixed recourse: the equivalent deterministic program, SIAM Review 16 (1974), 309-339. (1974) Zbl0311.90056MR0368764
  19. R. Wets, Stochastic programming: solution techniques and approximation schemes, In: Mathematical Programming: The State of Art (A. Bachem, M. Grotsched, B. Korte, eds.). Springer, Berlin 1983, 566-603. (1983) Zbl0551.90070MR0717415
  20. R. Wets, Large scale linear programming techniques in stochastic programming, Working Paper WP-84-90, International Institute for Applied Systems Analysis, Laxenburg 1984. (1984) 

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