Convergence of the empirical mean method in statistics and stochastic programming

DOI10.1007/BF01126212zbMath0875.90332OpenAlexW2057021720MaRDI QIDQ1816114

Vladimir I. Norkin

Publication date: 5 January 1997

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01126212

zbMATH Keywords

empirical meansstochastic programmingoptimization under uncertaintycompound risk functions

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (6)

Moderate Deviations and Invariance Principles for Sample Average Approximations ⋮ Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization ⋮ Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory ⋮ Method of empirical means in stochastic programming problems ⋮ Normalized convergence of random variables ⋮ Bias Reduction in Sample-Based Optimization

Cites Work

• Von Mises calculus for statistical functionals
• Normalized convergence in stochastic optimization
• The length of the shorth
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Asymptotic properties of statistical estimators in stochastic programming
• Epi‐consistency of convex stochastic programs
• On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
• Local epi-continuity and local optimization
• Convex Analysis
• Asymptotic Properties of Non-Linear Least Squares Estimators
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