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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Mathematical Methods...arrow_drop_down
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Mathematical Methods of Operations Research
Article . 1989 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1989
Data sources: zbMATH Open
DBLP
Article . 1989
Data sources: DBLP
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Deterministic approximations of probability inequalities

Authors: János D. Pintér;

Deterministic approximations of probability inequalities

Abstract

Summary: A simple general framework for deriving explicit deterministic approximations of probability inequalities of the form P(\(\xi\geq a)\leq \alpha\) is presented. These approximations are based on limited parametric information about the involved random variables (such as their mean, variance, range or upper bound values). First the case of a single random variable \(\xi\) is analyzed, followed by the cases of independent and dependent summands \(\xi =\sum^{n}_{1}\xi_ i.\) As examples of possible applications, a stochastic extension of the ``knapsack problem'' and the stochastic linear programming problem with separate chance-constraints are investigated: we provide approximate deterministic surrogates for these problems.

Keywords

stochastic linear programming problem, deterministic approximations of probability inequalities, Inequalities; stochastic orderings

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
27
Top 10%
Top 10%
Average
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