On the convergence rate of empirical estimates in chance constrained stochastic programming
Kybernetika, Tome 26 (1990) no. 6, pp. 449-461 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 65K05, 90C15
@article{KYB_1990_26_6_a0,
     author = {Ka\v{n}kov\'a, Vlasta},
     title = {On the convergence rate of empirical estimates in chance constrained stochastic programming},
     journal = {Kybernetika},
     pages = {449--461},
     year = {1990},
     volume = {26},
     number = {6},
     mrnumber = {1089809},
     zbl = {0721.90057},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1990_26_6_a0/}
}
TY  - JOUR
AU  - Kaňková, Vlasta
TI  - On the convergence rate of empirical estimates in chance constrained stochastic programming
JO  - Kybernetika
PY  - 1990
SP  - 449
EP  - 461
VL  - 26
IS  - 6
UR  - http://geodesic.mathdoc.fr/item/KYB_1990_26_6_a0/
LA  - en
ID  - KYB_1990_26_6_a0
ER  - 
%0 Journal Article
%A Kaňková, Vlasta
%T On the convergence rate of empirical estimates in chance constrained stochastic programming
%J Kybernetika
%D 1990
%P 449-461
%V 26
%N 6
%U http://geodesic.mathdoc.fr/item/KYB_1990_26_6_a0/
%G en
%F KYB_1990_26_6_a0
Kaňková, Vlasta. On the convergence rate of empirical estimates in chance constrained stochastic programming. Kybernetika, Tome 26 (1990) no. 6, pp. 449-461. http://geodesic.mathdoc.fr/item/KYB_1990_26_6_a0/

[1] P. Billingsley: Convergence of Probability Measures. J. Wiley, New York 1977. | MR

[2] А. В. Цыбакоб: Оценка точносту метода минимизации эмпиричецкого руска. Проблемы передачи информации 17 (1981), 1, 50 - 61. | MR | Zbl

[3] J. Dupačová: Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis. Optimization 18 (1987), 4, 507-532. | MR

[4] J. Dupačová, R, Wets: Asymptotic behaviour of statistical estimators and the optimal solutions of stochastic optimization problems. Ann. Statist. 16 (1988), 4, 1517-1549. | MR

[5] W. Hoeffding: Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58 (1963), 301, 13-30. | MR | Zbl

[6] V. Kaňková: Optimum soJution of a stochastic problem with unknown parameters. In: Trans. Seventh Prague Conference, Academia, Prague 1977, pp. 239-244. | MR

[7] V. Kaňková: An approximative solution of a stochastic optimization problem. In:Trans. Eighth Prague Conference, Academia, Prague 1978, pp. 327-332. | MR

[8] V. Kaňková: Empirical estimates in stochastic programming. In: Trans. Tenth Prague Conference, Academia, Prague 1986.

[9] V. Kaňková: Estimates in stochastic programming - chance constrained case. Problems Control Inform. Theory 18 (1989), 4, 251-260. | MR

[10] W. Römisch, A. Wakolbinger: Obtaining convergence rates for approximations in stochastic programming. In: Parametric Optimization and Related Topics, Akademie-Verlag, Berlin 1987. | MR

[11] R. Wets: A Statistical Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse. Research Report, Univ. Kentucky, Lexington, Kentucky 1979.

[11] S. Vogel: Stability results for stochastic programming problems. Optimization 19 (1988), 2, 269-288. | MR | Zbl