Pages that link to "Item:Q1117623"

The following pages link to Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems (Q1117623):

Displaying 50 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Approximations of optimization-related problems in terms of variational convergence (Q295346) (← links)
• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• Equations on monotone graphs (Q378122) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
• Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Normalized convergence in stochastic optimization (Q808094) (← links)
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
• A distribution map for the one-median location problem on a network (Q864046) (← links)
• Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
• Large-sample results for optimization-based clustering methods (Q1176598) (← links)
• Asymptotic analysis of stochastic programs (Q1178439) (← links)
• On statistical sensitivity analysis in stochastic programming (Q1178440) (← links)
• Stability analysis for stochastic programs (Q1178442) (← links)
• Sensitivity analysis for nonsmooth generalized equations (Q1196168) (← links)
• On stability in multiobjective programming. A stochastic approach (Q1207315) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Quantitative stability in stochastic programming (Q1340069) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
• Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
• Statistics with set-valued functions: applications to inverse approximate optimization (Q1739037) (← links)
• Filtered likelihood for point processes (Q1745614) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy (Q1781509) (← links)
• Convergence of the empirical mean method in statistics and stochastic programming (Q1816114) (← links)
• Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator (Q1816986) (← links)
• Asymptotics of least-squares estimators for constrained nonlinear regression (Q1816987) (← links)
• An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
• A stochastic approach to stability in stochastic programming (Q1893963) (← links)
• A note on estimates in stochastic programming (Q1893964) (← links)
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems (Q1896453) (← links)
• Properties of empirical estimates in stochastic optimization and identification problems (Q1896455) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Special issue: topics in stochastic programming (Q2118069) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• On rates of convergence for sample average approximations in the almost sure sense and in mean (Q2118080) (← links)
• Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
• Sequential characterization of statistical epi-convergence (Q2156947) (← links)
• Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
• The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models (Q2209841) (← links)
• Variational analysis of constrained M-estimators (Q2215758) (← links)
• On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
• Spare parts inventory routing problem with transshipment and substitutions under stochastic demands (Q2240378) (← links)