On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations

DOI10.1007/S10559-010-9253-7MaRDI QIDQ466333zbMATH OpenOpenAlexFDO

Authors Pavel S. Knopov, E. J. Kasitskaya

Publication date 27 October 2014

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-010-9253-7

zbMATH Keywords

large deviationsstationary ergodic random sequencestochastic programming problemstrong mixing condition

Mathematics Subject Classification ID

Large deviations (60F10) Non-Markovian processes: estimation (62M09) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 1409890 (Why is no real title available?)
• Large deviations of empirical estimates in stochastic programming problems

Cited in

(15)

• Asymptotic properties of the method of observed means for nonstationary random fields
• Convergence conditions for the observed mean method in stochastic programming
• Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations
• Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations
• A model of infectious disease spread with hidden carriers
• Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter
• Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time
• Large deviations of empirical estimates in stochastic programming problems
• On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time
• scientific article; zbMATH DE number 30179 (Why is no real title available?)
• On large deviations in estimation problems with dependent observations
• Optimization and identification of stochastic systems
• Asymptotic properties of one class of periodic estimates
• Some applied problems of the theory of controlled random processes
• Asymptotic properties of the empirical mean method

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