Stochastic Integer Programming: Limit Theorems and Confidence Intervals

DOI10.1287/MOOR.1060.0222MaRDI QIDQ5388020zbMATH OpenOpenAlexFDO

Authors Andreas Eichhorn, Werner Römisch

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5508ef8c9b5e00492bd405e6a7001aba8646b25a

zbMATH Keywords

bootstrapdelta methoddonsker classempirical processHadamard directional differentiabilitymixed-integer optimizationsample average approximationstabilitystochastic programmingsubsampling

Mathematics Subject Classification ID

Brownian motion (60J65) Order statistics; empirical distribution functions (62G30) Mixed integer programming (90C11) Stochastic programming (90C15)

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