Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
View Item 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
View Item 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
2005-02-25Buch DOI: 10.18452/8335
Stochastic integer programming
Limit theorems and confidence intervals
Eichhorn, Andreas
Römisch, Werner
We consider empirical approximations of two-stage stochastic mixed-integer programs and derive central limit theorems for the objectives and optimal values. The limit theorems are based on empirical process theory and the functional delta method. We also show how these limit theorems can be used to derive confidence intervals for optimal values via a certain modification of the bootstrapping method.
Files in this item
Thumbnail
5.pdf — Adobe PDF — 296.5 Kb
MD5: 2e098dc13ab2d48529b0bb007de83ba4
Cite
BibTeX
EndNote
RIS
InCopyright
Details
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin
 
DOI
10.18452/8335
Permanent URL
https://doi.org/10.18452/8335
HTML
<a href="https://doi.org/10.18452/8335">https://doi.org/10.18452/8335</a>