Letter to the Editor—On Stochastic Linear Approximation Problems

DOI10.1287/OPRE.18.3.555MaRDI QIDQ5588275zbMATH OpenOpenAlexFDO

Authors Adi Ben-Israel, A. Charnes, M. J. Kirby

Publication date 1970

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.18.3.555

zbMATH Keywords

stochastic linear approximation problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• Approximations for chance-constrained programming problems
• scientific article; zbMATH DE number 4037608
• scientific article; zbMATH DE number 3924661
• Stochastic approximation in ill-posed problems under random errors
• scientific article; zbMATH DE number 1724436

Cited in

(10)

• Optimal algorithms for linear problems with Gaussian measures
• Piecewise linear approximation methods with stochastic sampling sites
• Near optimal solutions to least-squares problems with stochastic uncertainty
• Least squares approximation to the distribution of project completion times with Gaussian uncertainty
• Approximations for chance-constrained programming problems
• On the Almost Sure Rate of Convergence of Linear Stochastic Approximation Algorithms
• On integer stochastic approximation
• scientific article; zbMATH DE number 4066624 (Why is no real title available?)
• Near optimal solutions to least-squares problems with stochastic uncertainty
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)

This page was built for publication: Letter to the Editor—On Stochastic Linear Approximation Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5588275)