Properties of empirical estimates in stochastic optimization and identification problems

DOI10.1007/BF02031709MaRDI QIDQ1896455zbMATH OpenOpenAlexFDO

Authors Pavel S. Knopov, E. J. Kasitskaya

Publication date 28 April 1996

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

Full work available at URL https://doi.org/10.1007/bf02031709

zbMATH Keywords

nonlinear and nonparametric regressionseparable Banach spacestochastic optimizationstrong consistency

Mathematics Subject Classification ID

Stochastic programming (90C15) Programming in abstract spaces (90C48) Identification in stochastic control theory (93E12)

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Cites work

• Asymptotic analysis of stochastic programs
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• scientific article; zbMATH DE number 3787823 (Why is no real title available?)
• On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima

Cited in

(11)

• On consistency of stationary points of stochastic optimization problems in a Banach space
• Asymptotic properties of some classes of \(M\)-estimates
• Empirical estimates in stochastic optimization and identification
• Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations
• Some approaches to financial risk assessment
• Method of empirical means in stochastic programming problems
• Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
• Analysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood method
• scientific article; zbMATH DE number 808825 (Why is no real title available?)
• Optimization and identification of stochastic systems
• Asymptotic properties of the empirical mean method

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