Confidence sets for discrete stochastic optimization

DOI10.1007/BF02031702MaRDI QIDQ1896447zbMATH OpenDBLPWikidataFDO

Authors Georg Ch. Pflug, Andreas Futschik

Publication date 27 August 1995

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02031702

zbMATH Keywords

confidence setsdiscrete stochastic optimizationsubset selection

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Approximate distributions of order statistics. With applications to nonparametric statistics
• scientific article; zbMATH DE number 3816823 (Why is no real title available?)
• scientific article; zbMATH DE number 4081303 (Why is no real title available?)
• scientific article; zbMATH DE number 3727393 (Why is no real title available?)
• On Some Multiple Decision (Selection and Ranking) Rules

Cited in

(9)

• Confidence intervals for the difference between normal means with known coefficients of variation
• Universal confidence sets for solutions of stochastic optimization problems -- a contribution to quantification of uncertainty
• scientific article; zbMATH DE number 4174153 (Why is no real title available?)
• Universal Confidence Sets for Solutions of Optimization Problems
• scientific article; zbMATH DE number 3951778 (Why is no real title available?)
• scientific article; zbMATH DE number 6982311 (Why is no real title available?)
• scientific article; zbMATH DE number 7370566 (Why is no real title available?)
• Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval
• Estimation in discrete parameter models

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