| Title:
|
Prediction in stochastic linear programming (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
3 |
| Year:
|
1987 |
| Pages:
|
214-226 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C05 |
| MSC:
|
90C15 |
| idZBL:
|
Zbl 0632.90050 |
| idMR:
|
MR900331 |
| . |
| Date available:
|
2009-09-24T17:59:37Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125608 |
| . |
| Reference:
|
[1] G.E. P. Box, G.M.Jenkins: Time Series Analysis.Forecasting and Control. Holden Day, San Francisco 1970. Zbl 0249.62009, MR 0272138 |
| Reference:
|
[2] T. Cipra: Time Series Analysis with Applications in Economy.(in Czech). SNTL/ALFA, Prague 1986. |
| Reference:
|
[3] T. Cipra: Confidence regions for linear programs with random coefficients.Working Paper WP-86-20, International Institute for Applied Systems Analysis, Laxenburg 1986. |
| Reference:
|
[4] T. Cipra: Time series in linear programs with random right-hand sides.Working Paper WP-86-21, International Institute for Applied Systems Analysis, Laxenburg 1986. |
| Reference:
|
[5] T. Cipra: Time series in linear programs.International Conference on Stochastic Programming, Prague 1986 (unpublished). |
| Reference:
|
[6] P. J. Dhrymes: Econometrics.Statistical Foundations and Applications. Springer, New York 1974. Zbl 0296.62001, MR 0408165 |
| Reference:
|
[7] J. Dupacova, R. Wets: Asymptotic behavior of statistical estimators and optimal solutions for stochastic optimization problems.Working Paper WP-86-41, International Institute for Applied Systems Analysis, Laxenburg 1986. |
| Reference:
|
[8] T. Gal, J. Nedoma: Multiparametric linear programming.Management Sci. 18 (1972), 406-422. Zbl 0237.90037, MR 0292502 |
| Reference:
|
[9] C. W. J. Granger, P. Newbold: Forecasting Economic Time Series.Academic Press, New York 1977. |
| Reference:
|
[10] S. H. Hymans: Simultaneous confidence intervals in econometric forecasting.Econometrica 36 (196S), 18-30. |
| Reference:
|
[11] J. Johnston: Econometric Methods.McGraw-Hill, New York 1972. |
| Reference:
|
[12] D. B. Judin: Mathematical Methods of Control under Incomplete Information - Problems and Methods of Stochastic Programming.(in Russian). Sovietskoje Radio, Moskva 1974. MR 0432216 |
| Reference:
|
[13] D. C. Montgomery, L. A. Johnson: Forecasting and Time Series Analysis.McGraw-Hill, New York 1976. Zbl 0411.62067 |
| Reference:
|
[14] F. Nožička J. Guddat H. Hollatz, B. Bank: Theorie der linearen parametrischen Optimierung.Akademie-Verlag, Berlin 1974. |
| Reference:
|
[15] R. Theodorescu: Random programs.Math. Operationsforsch. Statist. 3 (1972), 19-47. Zbl 0235.90043, MR 0325144 |
| Reference:
|
[16] D. Walkup, R. Wets: Lifting projections of convex polyhedra.Pacific J. Math. 28 (1969), 465-475. Zbl 0172.23702, MR 0242055 |
| Reference:
|
[17] R. Wets: Programming under uncertainty: the equivalent convex program.SIAM J. Appl. Math. 74 (1966), 89-105. Zbl 0139.13303, MR 0189811 |
| Reference:
|
[18] R. Wets: Stochastic programs with fixed recourse: the equivalent deterministic program.SIAM Review 16 (1974), 309-339. Zbl 0311.90056, MR 0368764 |
| Reference:
|
[19] R. Wets: Stochastic programming: solution techniques and approximation schemes.In: Mathematical Programming: The State of Art (A. Bachem, M. Grotsched, B. Korte, eds.). Springer, Berlin 1983, 566-603. Zbl 0551.90070, MR 0717415 |
| Reference:
|
[20] R. Wets: Large scale linear programming techniques in stochastic programming.Working Paper WP-84-90, International Institute for Applied Systems Analysis, Laxenburg 1984. |
| . |
