Pages that link to "Item:Q2583619"
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The following pages link to On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time (Q2583619):
Displaying 12 items.
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973) (← links)
- On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations (Q466333) (← links)
- The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536) (← links)
- Empirical estimates in stochastic optimization and identification (Q1396170) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Convergence of the empirical mean method in statistics and stochastic programming (Q1816114) (← 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)
- Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter (Q2058688) (← links)
- Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time (Q2287414) (← links)
- Method of empirical means in stochastic programming problems (Q2458088) (← links)
- On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extensions (Q2757530) (← links)
