scientific article; zbMATH DE number 30179

zbMATH Open0748.90046MaRDI QIDQ3985261FDOQ3985261

Authors: E. I. Kasitskaya, Pavel S. Knopov 

Publication date: 27 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

consistencyasymptotic normality of optimal solutionsstrictly stationary one-dimensional random process

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Proximal statistic: asymptotic normality
• Asymptotic properties of the method of observed means for nonstationary random fields
• Asymptotic behavior of solutions: an application to stochastic NLP
• Consistency of sample estimates of risk averse stochastic programs
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• Asymptotic Behavior of Optimal Solutions in Stochastic Programming
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• Asymptotic properties of statistical estimators in stochastic programming
• Consistency of statistical estimators of solutions to stochastic optimization problems
• Empirical estimates in stochastic optimization and identification
• Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
• Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time
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