Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.
Alan J. KingR. Tyrrell RockafellarPublished in: Math. Oper. Res. (1993)
Keyphrases
- statistical estimation
- stochastic programming
- multistage
- chance constrained
- linear program
- capacity planning
- optimal solution
- decision making under uncertainty
- theoretical framework
- risk averse
- asset liability management
- multistage stochastic
- dynamic programming
- benchmark problems
- robust optimization
- image processing
- primal dual
- learning algorithm
- special case
- search algorithm
- support vector
- decision making