全球智库信息集成服务系统(G2TT): Epi-Consistency of Convex Stochastic Programs.

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来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Epi-Consistency of Convex Stochastic Programs.
	King AJ; Wets RJ-B
发表日期	1988
出版者	IIASA, Laxenburg, Austria: WP-88-057
出版年	1988
语种	英语
摘要	This paper presents consistency results for sequences of optimal solutions to convex stochastic optimization problems constructed from empirical data. Very few additional assumptions are required because of the special properties of convexity and empirical measures; nevertheless the results are broadly applicable to many situations arising in stochastic programming.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/3148/
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/123588
推荐引用方式 GB/T 7714	King AJ,Wets RJ-B. Epi-Consistency of Convex Stochastic Programs.. 1988.