scientific article; zbMATH DE number 5511108

MaRDI QIDQ3604339zbMATH OpenFDO

Authors Petr Lachout

Publication date 24 February 2009

Full work available at URL https://eudml.org/doc/33925, http://www.kybernetika.cz/content/2008/2/259

zbMATH Keywords

metric spacesweak convergence of probability measuresestimator consistencystability of stochastic optimization problem

Mathematics Subject Classification ID

Point estimation (62F10) Probability measures on topological spaces (60B05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(8)

• Stability analysis for stochastic optimization problems
• A stability result for linear Markovian stochastic optimization problems
• Approximative solutions of stochastic optimization problems
• Properties of empirical estimates in stochastic optimization and identification problems
• Stochastic optimisation: sensitivity and delta theorem
• Admissibility of solution estimators for stochastic optimization
• Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
• On precision of stochastic optimization based on estimates from censored data

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