On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations
type: Item
instance of: scholarly article
title: On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations
zbMATH Open document ID: 1316.90032
published in: Cybernetics and Systems Analysis
publication date: 2014-10-27T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 6361616
zbMATH Keywords: stochastic programming problem
zbMATH Keywords: stationary ergodic random sequence
zbMATH Keywords: strong mixing condition
zbMATH Keywords: large deviations
author: Pavel S. Knopov
author: E. J. Kasitskaya
MaRDI profile type: Publication
full work available at URL: s10559-010-9253-7
OpenAlex ID: W2034967156
cites work: Q4940307
cites work: Q3254057
cites work: Large deviations of empirical estimates in stochastic programming problems
DOI: 10.1007/S10559-010-9253-7
description: scientific article; zbMATH DE number 6361616