Stochastic optimisation: sensitivity and delta theorem

DOI10.1002/PAMM.200510337zbMATH Open1391.90445OpenAlexW2058258369MaRDI QIDQ3177094FDOQ3177094

Authors: Petr Lachout 

Publication date: 26 July 2018

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200510337

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Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (1)

• Robust inference for moment condition models without rational expectations

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