Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time (Q2287414)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time |
scientific article |
Statements
Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time (English)
0 references
20 January 2020
0 references
stochastic programming problem
0 references
stationary ergodic random process
0 references
strong mixing condition
0 references
large deviations
0 references
0 references