Convergence conditions for the observed mean method in stochastic programming

DOI10.1007/S10559-018-0006-3zbMATH Open1384.90068OpenAlexW2787494427MaRDI QIDQ1745693FDOQ1745693

Authors: Pavel S. Knopov, Vladimir I. Norkin 

Publication date: 18 April 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0006-3

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zbMATH Keywords

large deviationsstochastic programmingmixing conditionsprobability functionsdiscontinuous functionsconvergence of a methoddependent observationsobserved mean method

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited In (2)

• Convergence of the empirical mean method in statistics and stochastic programming
• Method of empirical means in stochastic programming problems

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