Linear regression estimators for multinormal distributions in optimization of stochastic programming problems

DOI10.1016/S0377-2217(97)00360-3MaRDI QIDQ1806867zbMATH OpenOpenAlexFDO

Authors I. Deák

Publication date 15 June 2000

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(97)00360-3

zbMATH Keywords

regression estimatorsmultinormal distributiongradient of the normal distributionprobability constrained programmingquantile problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Boole-Bonferroni Inequalities and Linear Programming
• Computing probabilites of rectangles in case of multinormal distribution
• Evaluation of a special multivariate gamma distribution function
• Three digit accurate multiple normal probabilities

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(2)

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