On the epiconvergence of stochastic optimization problems.

DOI10.1287/MOOR.24.2.495MaRDI QIDQ2757606zbMATH OpenOpenAlexFDO

Authors Mihail Zervos

Publication date 26 November 2001

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.24.2.495

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Monte Carlo methods (65C05) Stochastic programming (90C15)

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(15)

• On consistency of stationary points of stochastic optimization problems in a Banach space
• Epi-convergent discretizations of stochastic programs via integration quadratures
• Asymptotic behavior of solutions: an application to stochastic NLP
• Consistency of statistical estimators of solutions to stochastic optimization problems
• Sequential characterization of statistical epi-convergence
• Epiconvergence of relaxed stochastic optimization problems
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• Variance reduction in sample approximations of stochastic programs
• The role of beliefs in inference for rational expectations models
• scientific article; zbMATH DE number 4014461 (Why is no real title available?)
• Epi‐consistency of convex stochastic programs
• Convergence of empirical estimates in stochastic optimization problems
• scientific article; zbMATH DE number 6026918 (Why is no real title available?)
• On continuous convergence and epi-convergence of random functions. II: Sufficient conditions and applications.
• Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization

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