Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

DOI10.1016/j.jmaa.2010.03.021zbMath1196.90089MaRDI QIDQ973997

Huifu Xu

Publication date: 26 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.03.021

zbMATH Keywords

random function; convergence properties of sample mean estimators of expectations; expectation value function; sample mean function

Mathematics Subject Classification ID

90C15: Stochastic programming

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Uses Software

• SUTIL

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