Concepedia

Convergence Properties of Two-Stage Stochastic Programming

Liyi Dai, C. H. Chen, John R. Birge

Journal of Optimization Theory and Applications · 2000 · 97 citations · 13 references

Concepts

Natural SciencesComputer ScienceMathematicsOptimizationProbability TheoryStochastic ProcessesComputational MathematicsMarkov ProcessesStochastic CalculusStochastic Differential EquationsStochastic OptimizationStochastic ProgrammingConvergenceMultistage Stochastic ProgrammingTwo-stage Stochastic OptimizationTwo-stage Stochastic ProgrammingWeak Convergence Of Stochastic Processes

References

13

Robust Estimation of a Location Parameter

Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text

Business, Decision Sciences, Spatial Statistics +14

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

Herman Chernoff · The Annals of Mathematical Statistics · 1952 · 3.6K citations · Full text

Natural Sciences, Mathematics, Experimental Design +13

Introduction to Stochastic Programming

J M Wilson · Journal of the Operational Research Society · 1998 · 1.7K citations

Engineering, Computer Science, Mathematics +12

Asymptotic analysis of stochastic programs

Alexander Shapiro · Annals of Operations Research · 1991 · 269 citations

Engineering, Mathematics, Probability Theory +11