On the Glivenko-Cantelli problem in stochastic programming: linear recourse and extensions
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin
Konrad-Zuse-Zentrum für Informationstechnik
1996
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| Schriftenreihe: | Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin
1996,34 |
| Schlagwörter: | |
| Abstract: | Abstract: "Integrals of optimal values of random optimization problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Under fairly broad conditions, it is proved that uniform convergence of empirical approximations of the right hand sides of the constraints implies uniform convergence of the optimal values in the linear and convex case." |
| Umfang: | 18 S. |
Internformat
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| 100 | 1 | |a Pflug, Georg |d 1951- |e Verfasser |0 (DE-588)115267670 |4 aut | |
| 245 | 1 | 0 | |a On the Glivenko-Cantelli problem in stochastic programming |b linear recourse and extensions |c Georg Ch. Pflug ; Andrzej Ruszczyński ; Rüdiger Schultz |
| 264 | 1 | |a Berlin |b Konrad-Zuse-Zentrum für Informationstechnik |c 1996 | |
| 300 | |a 18 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin |v 1996,34 | |
| 520 | 3 | |a Abstract: "Integrals of optimal values of random optimization problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Under fairly broad conditions, it is proved that uniform convergence of empirical approximations of the right hand sides of the constraints implies uniform convergence of the optimal values in the linear and convex case." | |
| 650 | 4 | |a Convergence | |
| 650 | 4 | |a Mathematical optimization | |
| 650 | 4 | |a Stochastic programming | |
| 700 | 1 | |a Ruszczyński, Andrzej P. |e Verfasser |0 (DE-588)115267689 |4 aut | |
| 700 | 1 | |a Schultz, Rüdiger |e Verfasser |4 aut | |
| 810 | 2 | |a Konrad-Zuse-Zentrum für Informationstechnik Berlin |t Preprint SC |v 1996,34 |w (DE-604)BV004801715 |9 1996,34 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-010357841 | |
Datensatz im Suchindex
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| author | Pflug, Georg 1951- Ruszczyński, Andrzej P. Schultz, Rüdiger |
| author_GND | (DE-588)115267670 (DE-588)115267689 |
| author_facet | Pflug, Georg 1951- Ruszczyński, Andrzej P. Schultz, Rüdiger |
| author_role | aut aut aut |
| author_sort | Pflug, Georg 1951- |
| author_variant | g p gp a p r ap apr r s rs |
| building | Verbundindex |
| bvnumber | BV017186658 |
| classification_rvk | SS 4777 |
| ctrlnum | (OCoLC)37235522 (DE-599)BVBBV017186658 |
| discipline | Informatik |
| format | Book |
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| id | DE-604.BV017186658 |
| illustrated | Not Illustrated |
| indexdate | 2025-01-11T19:15:52Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010357841 |
| oclc_num | 37235522 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | 18 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Konrad-Zuse-Zentrum für Informationstechnik |
| record_format | marc |
| series2 | Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin |
| spelling | Pflug, Georg 1951- Verfasser (DE-588)115267670 aut On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions Georg Ch. Pflug ; Andrzej Ruszczyński ; Rüdiger Schultz Berlin Konrad-Zuse-Zentrum für Informationstechnik 1996 18 S. txt rdacontent n rdamedia nc rdacarrier Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin 1996,34 Abstract: "Integrals of optimal values of random optimization problems depending on a finite dimensional parameter are approximated by using empirical distributions instead of the original measure. Under fairly broad conditions, it is proved that uniform convergence of empirical approximations of the right hand sides of the constraints implies uniform convergence of the optimal values in the linear and convex case." Convergence Mathematical optimization Stochastic programming Ruszczyński, Andrzej P. Verfasser (DE-588)115267689 aut Schultz, Rüdiger Verfasser aut Konrad-Zuse-Zentrum für Informationstechnik Berlin Preprint SC 1996,34 (DE-604)BV004801715 1996,34 |
| spellingShingle | Pflug, Georg 1951- Ruszczyński, Andrzej P. Schultz, Rüdiger On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions Convergence Mathematical optimization Stochastic programming |
| title | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions |
| title_auth | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions |
| title_exact_search | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions |
| title_full | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions Georg Ch. Pflug ; Andrzej Ruszczyński ; Rüdiger Schultz |
| title_fullStr | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions Georg Ch. Pflug ; Andrzej Ruszczyński ; Rüdiger Schultz |
| title_full_unstemmed | On the Glivenko-Cantelli problem in stochastic programming linear recourse and extensions Georg Ch. Pflug ; Andrzej Ruszczyński ; Rüdiger Schultz |
| title_short | On the Glivenko-Cantelli problem in stochastic programming |
| title_sort | on the glivenko cantelli problem in stochastic programming linear recourse and extensions |
| title_sub | linear recourse and extensions |
| topic | Convergence Mathematical optimization Stochastic programming |
| topic_facet | Convergence Mathematical optimization Stochastic programming |
| volume_link | (DE-604)BV004801715 |
| work_keys_str_mv | AT pfluggeorg ontheglivenkocantelliprobleminstochasticprogramminglinearrecourseandextensions AT ruszczynskiandrzejp ontheglivenkocantelliprobleminstochasticprogramminglinearrecourseandextensions AT schultzrudiger ontheglivenkocantelliprobleminstochasticprogramminglinearrecourseandextensions |