Accession Number : ADA264229


Title :   Parametric and Combinatorial Problems in Constrained Optimization


Descriptive Note : Final rept. 1 Mar 90-30 Sep 92,


Corporate Author : CALIFORNIA UNIV DAVIS DEPT OF MATHEMATICS


Personal Author(s) : Wets, Roger D


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a264229.pdf


Report Date : 17 Mar 1993


Pagination or Media Count : 5


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.


Descriptors :   *PARAMETRIC ANALYSIS , *COMBINATORIAL ANALYSIS , OPTIMIZATION , STOCHASTIC PROCESSES , PROBLEM SOLVING , ESTIMATES


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE