Consistency of statistical estimators of solutions to stochastic optimization problems

DOI10.1007/s10898-022-01125-3zbMath1495.90117OpenAlexW4293149420MaRDI QIDQ2154454

Huynh Thi Hong Diem

Publication date: 19 July 2022

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-022-01125-3

zbMATH Keywords

stochastic optimizationweak convergenceconsistencyepi-convergencetightnessstatistical estimatorsstochastic mathematical programsepi/hypo-convergenceinfimal values

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Set-valued and variational analysis (49J53) Set-valued operators (47H04)

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Cites Work

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