Asymptotics of minimax stochastic programs

DOI10.1016/j.spl.2007.05.012zbMath1171.90543OpenAlexW2050560487MaRDI QIDQ2476823

Alexander Shapiro

Publication date: 12 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.05.012

zbMATH Keywords

functional central limit theoremexponential rate of convergencesample average approximationabsolute semideviation risk measureinfinite dimensional delta methodminimax stochastic programming

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)

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• Generalized Delta Theorems for Multivalued Mappings and Measurable Selections
• Dual Stochastic Dominance and Related Mean-Risk Models

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