Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations

DOI10.1007/S10559-021-00326-0zbMATH Open1470.93165OpenAlexW3127129795MaRDI QIDQ2043963FDOQ2043963

Authors: Pavel S. Knopov, E. J. Kasitskaya 

Publication date: 4 August 2021

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

Full work available at URL: https://doi.org/10.1007/s10559-021-00326-0

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zbMATH Keywords

large deviationsstrong mixing conditionstochastic programming problemnonhomogeneous observationsrandom field homogeneous in strict sense

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic programming (90C15) Optimal stochastic control (93E20)

Cites Work

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• Properties of empirical estimates in stochastic optimization and identification problems
• Asymptotic properties of some classes of \(M\)-estimates
• On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations
• Mathematical models and methods of risk assessment in ecologically hazardous industries
• Estimates of linear regression coefficients on a homogeneous random field

Cited In (2)

• On large deviations in estimation problems with dependent observations
• Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time

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