Stochastic optimisation: sensitivity and delta theorem

DOI10.1002/PAMM.200510337MaRDI QIDQ3177094zbMATH OpenOpenAlexFDO

Authors Petr Lachout

Publication date 26 July 2018

Published in PAMM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/pamm.200510337

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(1)

• Robust inference for moment condition models without rational expectations

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