Consistency of statistical estimators of solutions to stochastic optimization problems
DOI10.1007/S10898-022-01125-3zbMATH Open1495.90117OpenAlexW4293149420MaRDI QIDQ2154454FDOQ2154454
Authors: Huynh Thi Hong Diem 
Publication date: 19 July 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-022-01125-3
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consistencystochastic optimizationweak convergencetightnessepi-convergencestochastic mathematical programsstatistical estimatorsepi/hypo-convergenceinfimal values
Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Set-valued operators (47H04) Set-valued and variational analysis (49J53)
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Cited In (21)
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- Generic consistency for approximate stochastic programming and statistical problems
- Asymptotic behavior of solutions: an application to stochastic NLP
- Consistency of statistical estimators: The epigraphical view
- Convergence of empirical estimates in stochastic optimization problems
- Consistency of sample estimates of risk averse stochastic programs
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Title not available (Why is that?)
- On impact of statistical estimates on precision of stochastic optimization
- Approximations of quasi-equilibria and Nash quasi-equilibria in terms of variational convergence
- On consistency of stationary points of stochastic optimization problems in a Banach space
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- Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
- Global approximations of vector optimization problems in terms of variational convergence
- Strong consistency of sample path derivative estimates
- Admissibility of solution estimators for stochastic optimization
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- On the epiconvergence of stochastic optimization problems.
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
- Qualitative stability of stochastic programs with applications in asymptotic statistics
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