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

DOI10.1016/S0377-2217(97)00360-3zbMath0937.90074OpenAlexW2109545212MaRDI QIDQ1806867

István 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)

Related Items (1)

Two-stage stochastic problems with correlated normal variables: computational experiences

Cites Work

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