On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations

DOI10.1007/S10559-010-9253-7zbMath1316.90032OpenAlexW2034967156MaRDI QIDQ466333

Pavel S. Knopov, Evgeniya J. Kasitskaya

Publication date: 27 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-010-9253-7

zbMATH Keywords

large deviationsstrong mixing conditionstationary ergodic random sequencestochastic programming problem

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic programming (90C15) Large deviations (60F10)

Related Items (7)

Optimization and identification of stochastic systems ⋮ Asymptotic properties of one class of periodic estimates ⋮ Convergence conditions for the observed mean method in stochastic programming ⋮ Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time ⋮ Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations ⋮ A model of infectious disease spread with hidden carriers ⋮ Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter

Cites Work

• Large deviations of empirical estimates in stochastic programming problems
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