Estimation of an optimal solution of a LP problem with unknown objective function

DOI10.1007/S10107-003-0482-7MaRDI QIDQ1764240zbMATH OpenOpenAlexFDO

Authors Tomás Prieto-Rumeau

Publication date 24 February 2005

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-003-0482-7

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cited in

(5)

• scientific article; zbMATH DE number 4164554 (Why is no real title available?)
• A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP
• Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
• \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative
• Information collection for linear programs with uncertain objective coefficients

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