Pages that link to "Item:Q2458088"
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The following pages link to Method of empirical means in stochastic programming problems (Q2458088):
Displaying 7 items.
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Asymptotic properties of the method of observed means for nonstationary random fields (Q1735329) (← links)
- A model of infectious disease spread with hidden carriers (Q2044076) (← links)
- Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter (Q2058688) (← links)
- Continuous-time switching regression method with unknown switching points (Q2215271) (← links)
- M-estimates: a review and application for decision-making under uncertainty (Q6198097) (← links)
