Generic Consistency for Approximate Stochastic Programming and Statistical Problems
DOI10.1137/17M1156769zbMath1410.90136OpenAlexW2913489715MaRDI QIDQ4620421
Raffaello Seri, Hess, Christian
Publication date: 8 February 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1156769
stochastic programmingapproximation methodsstatistical inferencerobust optimizationtransition probabilitiesepigraphical convergence
Bootstrap, jackknife and other resampling methods (62F40) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Strong limit theorems (60F15) Semi-infinite programming (90C34) Convergence of probability measures (60B10)
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