Laws of large numbers for random linear programs

DOI10.1007/BF01740719zbMath0239.90037WikidataQ114852640 ScholiaQ114852640MaRDI QIDQ5650212

Prékopa, András

Publication date: 1972

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

On General Conditions for Laws of Large Numbers in Random Linear Programs ⋮ A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP ⋮ Sequential importance sampling algorithms for dynamic stochastic programming

Cites Work

• On the Probability Distribution of the Optimum of a Random Linear Program
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