Notes on asymptotic properties of approximated stochastic programs
Abstract
For various reasons, the underlying probability measure in stochastic pro- gramming models must be frequently substituted by a suitable approximation. This in turn requires to investigate stability of solutions of these models with respect to the prob- ability measure. This paper is devoted to a discussion about asymptotic properties of empirical stochastic programs where the true probability measure is replaced by its empirical counterpart.Download Info
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Article provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.
Volume (Year): 19 (2012)
Issue (Month): 30 ()
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