Random LSC Functions: An Ergodic Theorem
From MaRDI portal
Cited in
(31)- On consistency of stationary points of stochastic optimization problems in a Banach space
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
- Convergence of discrete approximation for differential linear stochastic complementarity systems
- Ergodic approach to robust optimization and infinite programming problems
- Variational analysis of constrained M-estimators
- Epi-convergence almost surely, in probability and in distribution
- Ergodic theorems for extended real-valued random variables
- Ergodic theorems for lower probabilities
- Some applications of Birkhoff-Kingman ergodic theorem
- Simulation-Based Optimality Tests for Stochastic Programs
- scientific article; zbMATH DE number 4203395 (Why is no real title available?)
- On the dependence of the limit functions on the random parameters in random ergodic theorems
- scientific article; zbMATH DE number 25345 (Why is no real title available?)
- scientific article; zbMATH DE number 1487999 (Why is no real title available?)
- Generic consistency for approximate stochastic programming and statistical problems
- Regularizations for stochastic linear variational inequalities
- scientific article; zbMATH DE number 2113216 (Why is no real title available?)
- Strong laws of large numbers for generalizations of Fréchet mean sets
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- On continuous convergence and epi-convergence of random functions. II: Sufficient conditions and applications.
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- scientific article; zbMATH DE number 7733444 (Why is no real title available?)
- Learning CHARME models with neural networks
- Existence and convergence for stochastic differential variational inequalities
- Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
- Generalized Fréchet means with random minimizing domains and its strong consistency
- Discrete-time gradient flows and law of large numbers in Alexandrov spaces
- Strong convergence of estimators as _n-minimisers of optimisation problems
- Set-convergence and its application: a tutorial
This page was built for publication: Random LSC Functions: An Ergodic Theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5704047)