Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Author:

Kaniovski Yuri M.,King Alan J.,Wets Roger J-B

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference29 articles.

1. H. Attouch, R. Lucchetti and R.J-B Wets, The topology of the ρ-Hausdorff distance, Ann. Mat. pura ed appl. 160 (1991) 303–320.

2. H. Attouch and R.J-B Wets, Quantitative stability of variational systems: I. The epigraphical distance, Trans. Amer. Math. Soc. 328 (1991) 695–729.

3. H. Attouch and R.J-B Wets, Epigraphical processes: laws of large numbers for random lsc functions, manuscript, University of California, Davis (1991), in: Séminaire d'Analyse Convexe, Montepellier (1990) pp. 13.1–13.29.

4. H. Attouch and R.J-B Wets, Quantitative stability of variational systems: II. A framework for nonlinear conditioning, SIAM J. Optim. (1992), to appear;

5. IIASA Working Paper 88–9, Laxenburg, Austria.

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