Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
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Publication:973997
DOI10.1016/j.jmaa.2010.03.021zbMath1196.90089MaRDI QIDQ973997
Publication date: 26 May 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.03.021
random function; convergence properties of sample mean estimators of expectations; expectation value function; sample mean function
90C15: Stochastic programming
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