On impact of statistical estimates on precision of stochastic optimization
This paper studies the consequences of imperfect information for the precision of stochastic optimization. In particular, it is assumed that the stochastic characteristics of an optimization problem depend on unknown parameters estimated from available data. First, a theoretical result is presented,...
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| Format: | Article |
| Language: | English |
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Croatian Operational Research Society
2022-01-01
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| Series: | Croatian Operational Research Review |
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| Online Access: | https://hrcak.srce.hr/file/416832 |