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Volumn 24, Issue 2, 1999, Pages 495-508

On the epiconvergence of stochastic optimization problems

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL PROGRAMMING; MONTE CARLO METHODS; PROBABILITY; RANDOM PROCESSES;

EID: 0032660791     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.24.2.495     Document Type: Article
Times cited : (13)

References (18)
  • 3
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    • Approximation of Bayes decision problems: The epigraphical approach
    • Berger, J. O., G. Salinetti. 1995. Approximation of Bayes decision problems: The epigraphical approach. Ann. Oper. Res. 56 1-13.
    • (1995) Ann. Oper. Res. , vol.56 , pp. 1-13
    • Berger, J.O.1    Salinetti, G.2
  • 5
    • 0022698417 scopus 로고
    • Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
    • Birge, J. R., R. J. B. Wets. 1986. Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse. Math. Programming Study. 27 54-102.
    • (1986) Math. Programming Study , vol.27 , pp. 54-102
    • Birge, J.R.1    Wets, R.J.B.2
  • 6
    • 0003959738 scopus 로고
    • Hermann, Addison-Wesley, Paris and London.
    • Bourbaki, N. 1966a. General Topology, Part 1. Hermann, Addison-Wesley, Paris and London.
    • (1966) General Topology, Part 1
    • Bourbaki, N.1
  • 7
    • 85038060136 scopus 로고    scopus 로고
    • Hermann, Addison-Wesley, Paris and London
    • _. 1966b. General Topology, Part 2. Hermann, Addison-Wesley, Paris and London.
    • General Topology, Part 2
  • 8
    • 0003211244 scopus 로고
    • Convex analysis and measurable multifunctions
    • Springer-Verlag, Heidelberg, Germany
    • Castaing, C., M. Valadier. 1977. Convex Analysis and Measurable Multifunctions. Lecture Notes in Mathematics 580, Springer-Verlag, Heidelberg, Germany.
    • (1977) Lecture Notes in Mathematics , vol.580
    • Castaing, C.1    Valadier, M.2
  • 10
    • 0003875839 scopus 로고
    • Wadsworth, Brooks/Cole Advanced Book & Software, Pacific Grove, CA
    • Dudley, R. M. 1989. Real Analysis and Probability. Wadsworth, Brooks/Cole Advanced Book & Software, Pacific Grove, CA.
    • (1989) Real Analysis and Probability
    • Dudley, R.M.1
  • 11
    • 0001421130 scopus 로고
    • Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
    • Dupačová, J., R. Wets. 1988. Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Ann. Statist. 16 1517-1549.
    • (1988) Ann. Statist. , vol.16 , pp. 1517-1549
    • Dupačová, J.1    Wets, R.2
  • 12
    • 0000214369 scopus 로고
    • An elementary proof of the strong law of large numbers
    • Etemadi, N. 1981. An elementary proof of the strong law of large numbers. Z. Wahrsch. Verw. Gebiete 55 119-122.
    • (1981) Z. Wahrsch. Verw. Gebiete , vol.55 , pp. 119-122
    • Etemadi, N.1
  • 13
    • 0000106855 scopus 로고
    • On the convergence of Monte Carlo maximum likelihood calculations
    • Geyer, C. J. 1994. On the convergence of Monte Carlo maximum likelihood calculations. J. Roy. Statist. Soc., Ser. B 56 261-274.
    • (1994) J. Roy. Statist. Soc., Ser. B , vol.56 , pp. 261-274
    • Geyer, C.J.1
  • 14
    • 0030488332 scopus 로고    scopus 로고
    • Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator
    • Hess, C. 1996. Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator. Ann. Statist. 24 1298-1315.
    • (1996) Ann. Statist. , vol.24 , pp. 1298-1315
    • Hess, C.1
  • 16
  • 17
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    • Markov chains for exploring posterior distributions
    • Tierney, L. 1994. Markov chains for exploring posterior distributions. Ann. Statist. 22 1701-1728.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1728
    • Tierney, L.1
  • 18
    • 0344991080 scopus 로고
    • Modeling and solution strategies for unconstrained stochastic optimisation problems
    • Wets, R. J. B. 1984. Modeling and solution strategies for unconstrained stochastic optimisation problems. Ann. Oper. Res. 1 3-22.
    • (1984) Ann. Oper. Res. , vol.1 , pp. 3-22
    • Wets, R.J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.