Parametric and Combinatorial Problems in Constrained Optimization

Abstract

The aggregation principle in stochastic optimization was exploited to build an algorithmic, progressive hedging, for solving such problems. Relationships were developed between asymptotic results for statistical estimators and those for the solution of stochastic optimization problems.

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Document Details

Document Type
Technical Report
Publication Date
Mar 17, 1993
Accession Number
ADA264229

Entities

People

  • Roger D. Wets

Organizations

  • University of California, Davis

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Computers
  • Convergence
  • Data Analysis
  • Estimators
  • Linear Programming
  • Mathematics
  • Optimization
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistics
  • Stochastic Control

Readers

  • Operations Research
  • Statistical inference.