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

DOI10.1016/S0377-2217(97)00360-3zbMATH Open0937.90074OpenAlexW2109545212MaRDI QIDQ1806867FDOQ1806867

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

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zbMATH Keywords

regression estimatorsmultinormal distributiongradient of the normal distributionprobability constrained programmingquantile problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited In (2)

• Title not available (Why is that?)
• Two-stage stochastic problems with correlated normal variables: computational experiences

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