Stochastic programs and statistical data

DOI10.1023/A:1018982129937zbMath0919.90118OpenAlexW140792056WikidataQ105584637 ScholiaQ105584637MaRDI QIDQ1289296

Georg Ch. Pflug

Publication date: 27 May 1999

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

Full work available at URL: https://doi.org/10.1023/a:1018982129937

zbMATH Keywords

stochastic optimizationmetric entropyconfidence regionsapproximation errorrisk functionals

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Stochastic programming (90C15)

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