Generic Consistency for Approximate Stochastic Programming and Statistical Problems
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Publication:4620421
DOI10.1137/17M1156769zbMath1410.90136MaRDI QIDQ4620421
Hess, Christian, Raffaello Seri
Publication date: 8 February 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
stochastic programming; approximation methods; statistical inference; robust optimization; transition probabilities; epigraphical convergence
62F40: Bootstrap, jackknife and other resampling methods
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
60F15: Strong limit theorems
90C34: Semi-infinite programming
60B10: Convergence of probability measures
Uses Software
