| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming. | |
| Pflug GC | |
| 发表日期 | 1996 |
| 出版者 | IIASA, Laxenburg, Austria: WP-96-034 |
| 出版年 | 1996 |
| 语种 | 英语 |
| 摘要 | Talagrand has demonstrated in his key paper, how the metric entropy of a class of functions relates to uniform bounds for the law of large numbers. This paper shows how to calculate the metric entropy of classes of functions which appear in stochastic optimization problems. As a consequence of these results, we derive via variational inequalities confidence bands for the solutions, which are valid for any sample size. In particular, the linear recourse problem is considered. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/4992/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124623 |
| 推荐引用方式 GB/T 7714 | Pflug GC. Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming.. 1996. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-96-034.pdf（354KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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