Pages that link to "Item:Q1178439"
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The following pages link to Asymptotic analysis of stochastic programs (Q1178439):
Displaying 50 items.
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Differentiable selections and Castaing representations of multifunctions (Q1269545) (← links)
- Estimated stochastic programs with chance constraints (Q1278960) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← 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)
- Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples (Q1397039) (← links)
- Asymptotic analysis of perturbed mathematical programs (Q1589952) (← links)
- Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
- Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← 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)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Applied welfare analysis for discrete choice with interval-data on income (Q2000868) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← 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)
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194) (← links)
- Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
- Directional differentiability for supremum-type functionals: statistical applications (Q2174996) (← links)
- Posterior distribution of nondifferentiable functions (Q2190216) (← links)
- The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models (Q2209841) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Empirical optimal transport on countable metric spaces: distributional limits and statistical applications (Q2286450) (← links)
- Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Asymptotics of minimax stochastic programs (Q2476823) (← links)
- Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Semiconvergence in distribution of random closed sets with application to random optimization problems (Q2507417) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Asymptotic analysis for a stochastic semidefinite programming (Q2661609) (← links)
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q3560111) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
