Convergence of empirical estimates in stochastic optimization problems

DOI10.1007/BF01068383zbMath0749.90056OpenAlexW2321885867MaRDI QIDQ4007387

E. I. Kasitskaya, Pavel S. Knopov

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01068383

zbMATH Keywords

empirical estimates of the optimality criterion

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
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