@inproceedings{9df0a43afd4b4531830fcc10287150bb,
title = "Statistical inference equivalence principle and its applications to constrained optimization of decisions under uncertainty",
abstract = "In this paper, we propose a new approach to solve constrained optimization problems under uncertainty. This approach is based on the statistical inference equivalence principle, the idea of which belongs to the authors. It is especially effective when we deal with asymmetric loss functions and small data samples. The results obtained in this paper agree with the simulation results, which confirm the validity of the theoretical predictions of performance of the suggested approach.",
keywords = "Constraints, Optimization, Statistical inference equivalence principle, Uncertainty",
author = "Nechval, \{Nicholas A.\} and Nechval, \{Konstantin N.\} and Uldis Rozevskis",
year = "2005",
language = "English",
isbn = "9755612653",
series = "Proceedings of the 35th International Conference on Computers and Industrial Engineering, ICC and IE 2005",
pages = "1439--1444",
booktitle = "Proceedings of the 35th International Conference on Computers and Industrial Engineering, ICC and IE 2005",
note = "35th International Conference on Computers and Industrial Engineering, ICC and IE 2005 ; Conference date: 19-06-2005 Through 22-06-2005",
}