Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter

DOI10.1007/s10559-021-00396-0zbMath1486.90132OpenAlexW3202669949MaRDI QIDQ2058688

Pavel S. Knopov, Evgeniya J. Kasitskaya

Publication date: 9 December 2021

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

Full work available at URL: https://doi.org/10.1007/s10559-021-00396-0

zbMATH Keywords

large deviations principlestrong mixing conditionstochastic optimization problemhomogeneous in a strict sense random field with discrete parameter

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Unnamed Item
• On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations
• Asymptotic properties of some classes of \(M\)-estimates
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
• Method of empirical means in stochastic programming problems

This page was built for publication: Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter