Normalized convergence in stochastic optimization

DOI10.1007/BF02204816zbMath0731.60033MaRDI QIDQ808094

Vladimir I. Norkin, Yury M. Ermoliev

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationconvergence rateLipschitz transformations

Mathematics Subject Classification ID

Stochastic programming (90C15) Limit theorems in probability theory (60F99)

Related Items

A simple recourse model for power dispatch under uncertain demand, A numerical method for solving stochastic programming problems with moment constraints on a distribution function, Convergence of the empirical mean method in statistics and stochastic programming, Normalized convergence of random variables

Cites Work

• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Asymptotic properties of statistical estimators in stochastic programming
• Convex Analysis
• Unnamed Item
• Unnamed Item