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2000-07-06Buch DOI: 10.18452/8241
Output analysis for approximated stochastic programs
dc.contributor.authorDupacová, Jitka
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:39:39Z
dc.date.available2017-06-16T19:39:39Z
dc.date.created2006-02-09
dc.date.issued2000-07-06
dc.date.submitted2000-04-18
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8893
dc.description.abstractBecause of incomplete information and also for the sake of numerical tractability one mostly solves an approximated stochastic program instead of the underlying ''true'' decision problem. However, without an additional analysis, the obtained output (the optimal value and optimal solutions of the approximated stochastic program) should not be used to replace the sought solution of the ''true'' problem. Methods of output analysis have to be tailored to the structure of the problem and they should also reflect the source, character and precision of the input data. The scope of various approaches based on results of asymptotic and robust statistics, of the moment problem and on general results of parametric programming will be discussed from the point of view of their applicability and possible extensions.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectstabilityeng
dc.subjectrobustnesseng
dc.subjectStochastic programmingeng
dc.subjectapproximated distributionseng
dc.subjectsensitivityeng
dc.subject.ddc510 Mathematik
dc.titleOutput analysis for approximated stochastic programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10057701
dc.identifier.urnurn:nbn:de:kobv:11-10057712
dc.identifier.doihttp://dx.doi.org/10.18452/8241
local.edoc.pages23
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
dc.identifier.zdb2936317-2
bua.series.nameStochastic Programming E-Print Series
bua.series.issuenumber2000,17

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