Laws of large numbers for random linear programs

DOI10.1007/BF01740719MaRDI QIDQ5650212zbMATH OpenWikidataFDO

Authors András Prékopa

Publication date 1972

Published in Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01740719

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3206575 (Why is no real title available?)
• On the Probability Distribution of the Optimum of a Random Linear Program

Cited in

(3)

• A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP
• Sequential importance sampling algorithms for dynamic stochastic programming
• On General Conditions for Laws of Large Numbers in Random Linear Programs

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