Stochastic goal programming with estimated parameters

DOI10.1007/BF01283628zbMATH Open0418.90068OpenAlexW2081932503MaRDI QIDQ3851983FDOQ3851983

Authors: J. K. Sengupta 

Publication date: 1979

Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01283628

zbMATH Keywords

stochastic programmingestimated parametersgoal programmingBayesian framework

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cites Work

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• Maximum-likelihood estimation for the mixed analysis of variance model
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Estimation of variance and covariance components—MINQUE theory
• A Stochastic Approach to Goal Programming
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• Statistical decision analysis of stochastic linear programming problems
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• Maximally-Invariant Quadratic Unbiased Estimators

Cited In (1)

• MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING

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