Large deviations of empirical estimates in stochastic programming problems
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Publication:2574219
DOI10.1023/B:CASA.0000047872.23833.35zbMath1091.90058OpenAlexW2011072376MaRDI QIDQ2574219
E. I. Kasitskaya, Pavel S. Knopov
Publication date: 18 November 2005
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:casa.0000047872.23833.35
Related Items (8)
Some directions and results of research in mathematical programming and system analysis ⋮ Optimization and identification of stochastic systems ⋮ Asymptotic properties of one class of periodic estimates ⋮ Asymptotic properties of the method of observed mean for homogeneous random fields ⋮ On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations ⋮ Method of empirical means in stochastic programming problems ⋮ Convergence conditions for the observed mean method in stochastic programming ⋮ On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
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