Notes on asymptotic properties of approximated stochastic programs
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.
Volume (Year): 19 (2012)
Issue (Month): 30 ()
|Contact details of provider:|| Web page: http://ces.utia.cas.czEmail: |
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:19:y:2012:i:30:id:202. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.