Approximative solutions of stochastic optimization problems

MaRDI QIDQ3585651zbMATH OpenFDO

Authors Petr Lachout

Publication date 20 August 2010

Full work available at URL https://eudml.org/doc/196783, http://www.kybernetika.cz/content/2010/3/513

zbMATH Keywords

randomness\(\varepsilon\)-minimal solutionlevel-minimal solution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Limit theorems in probability theory (60F99)

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Cites work

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• Analysis of Sample-Path Optimization
• On asymptotically optimal estimates for general observations
• Strong convergence of estimators as _n-minimisers of optimisation problems
• Variational Analysis
• Weak convergence and empirical processes. With applications to statistics

Cited in

(17)

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• Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems
• Approximation Algorithms for 2-Stage Stochastic Optimization Problems
• Approximating the Expected Values for Combinatorial Optimization Problems over Stochastic Points
• Approximations for Probability Distributions and Stochastic Optimization Problems
• Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs
• scientific article; zbMATH DE number 1555182 (Why is no real title available?)
• Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
• Characterizing properties of approximate solutions for optimization problems
• On optimization of stochastic max-min-plus-scaling systems -- an approximation approach
• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization

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