scientific article; zbMATH DE number 5511108

zbMATH Open1154.90559MaRDI QIDQ3604339FDOQ3604339

Authors: Petr Lachout 

Publication date: 24 February 2009

Full work available at URL: https://eudml.org/doc/33925

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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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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• Lectures on Stochastic Programming
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• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• Analysis of Sample-Path Optimization
• Stability and sensitivity-analysis for stochastic programming
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• Some aspects of stability in stochastic programming
• On asymptotically optimal estimates for general observations
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
• Strong consistency of M-estimates in linear models
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Cited In (3)

• Stability analysis for stochastic optimization problems
• Properties of empirical estimates in stochastic optimization and identification problems
• Approximative solutions of stochastic optimization problems

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