CONFIDENCE REGION METHOD FOR A STOCHASTIC PROGRAMMING PROBLEM

DOI10.15807/JORSJ.30.218MaRDI QIDQ3762075zbMATH OpenOpenAlexFDO

Authors Hiroshi Morita, Toshio Nishida, Hiroaki Ishii

Publication date 1987

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.30.218

zbMATH Keywords

concave programmingconfidence regionlinear stochastic programmingminimax solutiontwo-stage stochastic programming

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Convex programming (90C25)

Cited in

(10)

• Confidence regional method of stochastic spanning tree problem
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
• A stochastic improvement method for stochastic programming
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