Large Deviations of Empirical Estimates in the Stochastic Programming Problem for the Homogeneous Random Field with a Discrete Parameter-Reference-Cited by-同舟云学术

Large Deviations of Empirical Estimates in the Stochastic Programming Problem for the Homogeneous Random Field with a Discrete Parameter

Published:2021-09 Issue:5 Volume:57 Page:704-713
ISSN:1060-0396
Container-title:Cybernetics and Systems Analysis
language:en
Short-container-title:Cybern Syst Anal

Author:

Knopov P. S.,Kasitskaya E. J.

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s10559-021-00396-0.pdf

Reference7 articles.

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2. P. S. Knopov, “Asymptotic properties of some classes of M-estimates,” Cybern. Syst. Analysis, Vol. 33, No. 4, 468–481 (1997). https://doi.org/10.1007/BF02733103.

3. P. S. Knopov and E. J. Kasitskaya, “On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations,” Cybern. Syst. Analysis, Vol. 46, No. 5, 724–728 (2010). https://doi.org/10.1007/s10559-010-9253-7.

4. E. I. Kasitskaya, “Approximation of the solution of the stochastic programming problem with an interference being a homogeneous random field,” in: Mathematical Methods of Decision Making under Uncertainty: A Collection of Scientific Papers [in Russian], V. M. Glushkov Inst. of Cybernetics, NAS of Ukraine (1990), pp. 23–27.

5. Yu. M. Kaniovski, A. J. King, and R. J-B. Wets, “Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems,” Ann. Oper. Res., Vol. 56, 189–208 (1995).