Pages that link to "Item:Q4856855"

The following pages link to Consistency of minimizers and the SLLN for stochastic programs (Q4856855):

Displaying 43 items.

• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
• Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
• Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
• On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. (Q1298755) (← links)
• On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
• The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
• An approximation scheme for uncertain minimax optimal control problems (Q1711089) (← links)
• Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← 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)
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
• Ergodic approach to robust optimization and infinite programming problems (Q2045190) (← links)
• Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria (Q2117634) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
• Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
• Non-indexability of the stochastic appointment scheduling problem (Q2188257) (← 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)
• Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion (Q2287157) (← links)
• General properties of two-stage stochastic programming problems with probabilistic criteria (Q2290416) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Variable neighborhood search for stochastic linear programming problem with quantile criterion (Q2423821) (← links)
• Sample average approximation in a two-stage stochastic linear program with quantile criterion (Q2424185) (← links)
• Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
• A version of the strong law of large numbers universal under mappings (Q2702785) (← links)
• On the epiconvergence of stochastic optimization problems. (Q2757606) (← links)
• Optimal Control of Uncertain Systems Using Sample Average Approximations (Q3462515) (← links)
• Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
• Strong laws of large numbers for generalizations of Fréchet mean sets (Q5064924) (← links)
• Consistency of Sample Estimates of Risk Averse Stochastic Programs (Q5299576) (← links)
• (Q5389683) (← links)
• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
• Old and new challenges in Hadamard spaces (Q6052560) (← links)
• Epi-convergence of expectation functions under varying measures and integrands (Q6137269) (← links)
• Moderate Deviations and Invariance Principles for Sample Average Approximations (Q6158005) (← links)
• Learning CHARME models with neural networks (Q6579380) (← links)
• Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)