On impact of statistical estimates on precision of stochastic optimization

DOI10.17535/CRORR.2022.0017MaRDI QIDQ5872975zbMATH OpenOpenAlexFDO

Authors Petr Volf

Publication date 5 January 2023

Published in Croatian operational research review (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.17535/crorr.2022.0017

zbMATH Keywords

optimal maintenancerandom ensoringregression modelstatistical estimationstochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• On precision of stochastic optimization based on estimates from censored data
• A randomized stochastic optimization algorithm: its estimation accuracy
• Consistency of statistical estimators of solutions to stochastic optimization problems
• Statistical inference of stochastic optimization problems
• scientific article; zbMATH DE number 3915464
• Statistical estimation from an optimization viewpoint
• Empirical estimates in stochastic optimization via distribution tails
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• scientific article; zbMATH DE number 1159808
• Convergence of empirical estimates in stochastic optimization problems

Cites work

• Accelerated life models: modeling and statistical analysis
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• Linear regression with censored data
• On precision of stochastic optimization based on estimates from censored data
• Probability: A Graduate Course
• Testing Statistical Hypotheses

Cited in

(1)

• Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization

This page was built for publication: On impact of statistical estimates on precision of stochastic optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872975)