Pages that link to "Item:Q1263899"

The following pages link to Asymptotic properties of statistical estimators in stochastic programming (Q1263899):

Displaying 50 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Equations on monotone graphs (Q378122) (← links)
• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• How to optimize discrete-event systems from a single sample path by the score function method (Q751612) (← links)
• Normalized convergence in stochastic optimization (Q808094) (← links)
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
• Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems (Q1083817) (← links)
• Asymptotic analysis of stochastic programs (Q1178439) (← links)
• On statistical sensitivity analysis in stochastic programming (Q1178440) (← links)
• On stability in multiobjective programming. A stochastic approach (Q1207315) (← links)
• Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Convergence analysis of gradient descent stochastic algorithms (Q1359455) (← links)
• Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples (Q1397039) (← links)
• Nonlinear stochastic programming by Monte-Carlo estimators (Q1600865) (← links)
• From estimation to optimization via shrinkage (Q1728375) (← links)
• Linear regression estimators for multinormal distributions in optimization of stochastic programming problems (Q1806867) (← links)
• Convergence of the empirical mean method in statistics and stochastic programming (Q1816114) (← links)
• On the asymptotics of constrained local \(M\)-estimators. (Q1848809) (← links)
• An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
• Testing of monotonicity in parametric regression models (Q1866206) (← links)
• Tests against inequality constraints in semiparametric models (Q1866207) (← links)
• A stochastic approach to stability in stochastic programming (Q1893963) (← 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)
• The numerical bootstrap (Q2176627) (← links)
• Proximal statistic: asymptotic normality (Q2216967) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
• Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Extensions of stochastic optimization results to problems with system failure probability functions (Q2471082) (← links)
• Near optimal solutions to least-squares problems with stochastic uncertainty (Q2504621) (← links)
• Asymptotic optimality in stochastic optimization (Q2656586) (← links)
• Asymptotic analysis for a stochastic semidefinite programming (Q2661609) (← links)
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems (Q2911578) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• (Q3360664) (← links)
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• (Q3985261) (← links)
• Limit distribution of statistical estimators for stochastic programs with dependent samples (Q4262703) (← links)
• (Q4568456) (← links)
• (Q4667112) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Risk-Adapted Optimal Experimental Design (Q5097842) (← links)