Asymptotic behavior of solutions: an application to stochastic NLP
DOI10.1007/S10107-020-01554-6zbMATH Open1485.60019OpenAlexW3054474142WikidataQ114859298 ScholiaQ114859298MaRDI QIDQ2118078FDOQ2118078
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-020-01554-6
consistencylarge deviation principlestationary pointsSanov's theoremoptimal pointsapproximation in optimizationstochastic minimax programstochastic non-linear optimization problem
Probability distributions: general theory (60E05) Applications of statistics to economics (62P20) Large deviations (60F10) Stochastic programming (90C15) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
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