{"id":"https://openalex.org/W2790314402","doi":"https://doi.org/10.1134/s0005117918020029","title":"On the Convergence of Sample Approximations for Stochastic Programming Problems with Probabilistic Criteria","display_name":"On the Convergence of Sample Approximations for Stochastic Programming Problems with Probabilistic Criteria","publication_year":2018,"publication_date":"2018-02-01","ids":{"openalex":"https://openalex.org/W2790314402","doi":"https://doi.org/10.1134/s0005117918020029","mag":"2790314402"},"language":"en","primary_location":{"id":"doi:10.1134/s0005117918020029","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117918020029","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045965506","display_name":"Sergey V. Ivanov","orcid":"https://orcid.org/0000-0002-7648-3489"},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"S. V. Ivanov","raw_affiliation_strings":["Moscow Aviation Institute (National State University), Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute (National State University), Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077242673","display_name":"A. I. Kibzun","orcid":null},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"A. I. Kibzun","raw_affiliation_strings":["Moscow Aviation Institute (National State University), Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute (National State University), Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045965506"],"corresponding_institution_ids":["https://openalex.org/I45571689"],"apc_list":null,"apc_paid":null,"fwci":2.422,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.89195562,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"79","issue":"2","first_page":"216","last_page":"228"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.98089998960495,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7344949841499329},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6535718441009521},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.646378219127655},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6297825574874878},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.6003745794296265},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5663874745368958},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.5468617677688599},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.5351240634918213},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.5070762634277344},{"id":"https://openalex.org/keywords/quantile-function","display_name":"Quantile function","score":0.4998958110809326},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.49455663561820984},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.486203134059906},{"id":"https://openalex.org/keywords/expected-value","display_name":"Expected value","score":0.47533416748046875},{"id":"https://openalex.org/keywords/sample-space","display_name":"Sample space","score":0.4443686306476593},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4357995390892029},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4137651324272156},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.30604279041290283},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09395983815193176}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7344949841499329},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6535718441009521},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.646378219127655},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6297825574874878},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.6003745794296265},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5663874745368958},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5468617677688599},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5351240634918213},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.5070762634277344},{"id":"https://openalex.org/C47121976","wikidata":"https://www.wikidata.org/wiki/Q3489473","display_name":"Quantile function","level":4,"score":0.4998958110809326},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.49455663561820984},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.486203134059906},{"id":"https://openalex.org/C141042865","wikidata":"https://www.wikidata.org/wiki/Q200125","display_name":"Expected value","level":2,"score":0.47533416748046875},{"id":"https://openalex.org/C100279318","wikidata":"https://www.wikidata.org/wiki/Q467440","display_name":"Sample space","level":2,"score":0.4443686306476593},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4357995390892029},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4137651324272156},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.30604279041290283},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09395983815193176},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C101796028","wikidata":"https://www.wikidata.org/wiki/Q535587","display_name":"Moment-generating function","level":3,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1134/s0005117918020029","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117918020029","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1541527977","https://openalex.org/W1571025862","https://openalex.org/W1967458434","https://openalex.org/W1970287426","https://openalex.org/W1990083802","https://openalex.org/W1994166723","https://openalex.org/W1995670718","https://openalex.org/W1997049706","https://openalex.org/W2022128734","https://openalex.org/W2027195051","https://openalex.org/W2051718289","https://openalex.org/W2102391236","https://openalex.org/W2132006415","https://openalex.org/W2143514150","https://openalex.org/W2164499670","https://openalex.org/W2404325325","https://openalex.org/W2558480651","https://openalex.org/W4247165901","https://openalex.org/W4249513058","https://openalex.org/W4301355870"],"related_works":["https://openalex.org/W4297665515","https://openalex.org/W3125259243","https://openalex.org/W2783273658","https://openalex.org/W2243595037","https://openalex.org/W61315285","https://openalex.org/W10913952","https://openalex.org/W2950621962","https://openalex.org/W3011332107","https://openalex.org/W2363611634","https://openalex.org/W2105067139"],"abstract_inverted_index":{"We":[0,10,42,84],"consider":[1],"stochastic":[2],"programming":[3],"problems":[4,17,35],"with":[5,18,38,70,99],"probabilistic":[6],"and":[7,80,108],"quantile":[8,95],"criteria.":[9],"describe":[11],"a":[12,19,67,86],"method":[13],"for":[14,23,60,93],"approximating":[15],"these":[16],"sample":[20,40,47],"of":[21,33,46,58,76,91,104],"realizations":[22],"random":[24],"parameters.":[25],"When":[26],"we":[27],"use":[28],"this":[29],"method,":[30],"criterial":[31,78,106],"functions":[32,49],"the":[34,44,56,61,74,77,81,89,94,102,105,109],"are":[36],"replaced":[37],"their":[39],"estimates.":[41],"show":[43],"hypoconvergence":[45],"probability":[48,62],"to":[50,72,101],"its":[51],"exact":[52],"value":[53,75,103],"that":[54],"guarantees":[55],"convergence":[57,90],"approximations":[59],"function":[63,79,96,107],"maximization":[64],"problem":[65,98],"on":[66,88],"compact":[68],"set":[69],"respect":[71,100],"both":[73],"optimization":[82,110],"strategy.":[83,111],"prove":[85],"theorem":[87],"approximation":[92],"minimization":[97]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}