Abstract
This paper deals with the empirical mean method, which is one of the most well-known methods of solving stochastic programming problems. The authors present their results obtained in recent years and discuss their application to estimation and identification problems.
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Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 3–18, November–December 2006.
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Ermoliev, Y.M., Knopov, P.S. Method of empirical means in stochastic programming problems. Cybern Syst Anal 42, 773–785 (2006). https://doi.org/10.1007/s10559-006-0118-z
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DOI: https://doi.org/10.1007/s10559-006-0118-z