Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

DOI10.1016/j.jmaa.2010.03.021zbMath1196.90089OpenAlexW2041219907MaRDI QIDQ973997

Huifu Xu

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

zbMATH Keywords

random functionconvergence properties of sample mean estimators of expectationsexpectation value functionsample mean function

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• SUTIL

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