Method of empirical means in stochastic programming problems
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Publication:2458088
DOI10.1007/s10559-006-0118-zzbMath1135.90371OpenAlexW2022752187MaRDI QIDQ2458088
Pavel S. Knopov, Yury M. Ermoliev
Publication date: 31 October 2007
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-006-0118-z
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Cites Work
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Convergence of the empirical mean method in statistics and stochastic programming
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- Properties of empirical estimates in stochastic optimization and identification problems
- On the measurability and consistency of minimum contrast estimates
- Large deviations of empirical estimates in stochastic programming problems
- On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
- Certain properties of the estimates of the regression parameters under a priori constraint-inequalities
- On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
- Asymptotic Properties of Non-Linear Least Squares Estimators
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