Stochastic goal programming with estimated parameters

DOI10.1007/BF01283628MaRDI QIDQ3851983zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3427191 (Why is no real title available?)
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• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3414075 (Why is no real title available?)
• A Stochastic Approach to Goal Programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Estimation of variance and covariance components—MINQUE theory
• Maximally-Invariant Quadratic Unbiased Estimators
• Maximum-likelihood estimation for the mixed analysis of variance model
• Statistical decision analysis of stochastic linear programming problems

Cited in

(1)

• MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING

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