A stochastic improvement method for stochastic programming

DOI10.1016/0167-9473(92)90063-LMaRDI QIDQ2563621zbMATH OpenOpenAlexFDO

Authors Hiroshi Morita, Hiroaki Ishii

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(92)90063-l

zbMATH Keywords

stochastic programmingmultivariate regression analysisstochastic improvement method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear programming (90C05) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4029263 (Why is no real title available?)
• scientific article; zbMATH DE number 4061000 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• A variation on Karmarkar’s algorithm for solving linear programming problems
• CONFIDENCE REGION METHOD FOR A STOCHASTIC PROGRAMMING PROBLEM
• Statistical decision analysis of stochastic linear programming problems
• The minimax approach to stochastic programming and an illustrative application
• Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models

Cited in

(4)

• A Policy Improvement Method in Constrained Stochastic Dynamic Programming
• scientific article; zbMATH DE number 4164554 (Why is no real title available?)
• Stability of linear programming solutions using regression coefficients
• Estimation of an optimal solution of a LP problem with unknown objective function

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