A note on estimates in stochastic programming

DOI10.1016/0377-0427(94)90381-6zbMath0824.90104OpenAlexW2116898774MaRDI QIDQ1893964

Vlasta Kaňková

Publication date: 14 November 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(94)90381-6

zbMATH Keywords

convergence ratestatistical estimatesdependent random samplesestimates of the optimal value and optimal solution

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (6)

A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Thin and heavy tails in stochastic programming ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Estimated stochastic programs with chance constraints

Cites Work

• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Distribution sensitivity in stochastic programming
• Asymptotic analysis of stochastic programs
• On stability in multiobjective programming. A stochastic approach
• Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
• Stability and sensitivity-analysis for stochastic programming
• Approximations for chance-constrained programming problems
• Stability results for stochastic programming problems
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Probability inequalities for sums of absolutely regular processes and their applications
• Constrained estimation: Consistency and asymptotics
• Probability Inequalities for Sums of Bounded Random Variables
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