Convergence of empirical estimates in stochastic optimization problems

DOI10.1007/BF01068383MaRDI QIDQ4007387zbMATH OpenOpenAlexFDO

Authors E. I. Kasitskaya, Pavel S. Knopov

Publication date 27 September 1992

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01068383

zbMATH Keywords

empirical estimates of the optimality criterion

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4156203 (Why is no real title available?)
• scientific article; zbMATH DE number 3787823 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

Cited in

(9)

• Empirical estimates in stochastic optimization and identification
• Convergence of the empirical mean method in statistics and stochastic programming
• On the convergence of the Baba and Dorea random optimization methods
• Properties of empirical estimates in stochastic optimization and identification problems
• On precision of stochastic optimization based on estimates from censored data
• Convergence properties of stochastic optimization procedures
• Convergence of parameter sensitivity estimates in a stochastic experiment
• On impact of statistical estimates on precision of stochastic optimization
• Stochastic optimization with estimated objectives

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