Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Authors:   Kaniovski YM, King AJ, Wets RJ-B

Publication Year:   1995

Reference:  Annals of Operations Research, 56:1373-1385 [1995]

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313

Twitter Facebook Youtube
Follow us on