全球智库信息集成服务系统(G2TT): Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems, II.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems, II.
	Dupacova J; Wets RJ-B
发表日期	1987
出版者	IIASA, Laxenburg, Austria: WP-87-009
出版年	1987
语种	英语
摘要	This paper supplements the results of a new statistical approach to the problem of incomplete information in stochastic programming. The tools of nondifferentiable optimization used here, help to prove the consistency and asymptotic normality of (approximate) optimal solutions without unnatural smoothness assumptions. This allows the theory to take into account the presence of constraints.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/3042/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123497
推荐引用方式 GB/T 7714	Dupacova J,Wets RJ-B. Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems, II.. 1987.