A modified Bernstein-technique for estimating noise-perturbed function values

DOI10.1007/BF02576496MaRDI QIDQ1080261zbMATH OpenFDO

Authors János Pinter

Publication date 1985

Published in Calcolo (Search for Journal in Brave)

zbMATH Keywords

stochastic programmingsimulation techniquesBienaymé-Chebyshev inequality

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Management decision making, including multiple objectives (90B50) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3848578 (Why is no real title available?)
• scientific article; zbMATH DE number 3761788 (Why is no real title available?)
• Nonlinear programming methods in the presence of noise
• Probability Inequalities for Sums of Bounded Random Variables
• Some inequalities relating to the partial sum of binomial probabilities

Cited in

(2)

• Deterministic approximations of probability inequalities
• scientific article; zbMATH DE number 3848578 (Why is no real title available?)

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