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Notes on asymptotic properties of approximated stochastic programs

Jitka Dupačová

Bulletin of the Czech Econometric Society2012article
ABDC C
Weight
0.31

What the paper says

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.

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Cite this paper

@article{jitka2012,
  title        = {{Notes on asymptotic properties of approximated stochastic programs}},
  author       = {Jitka Dupačová},
  journal      = {Bulletin of the Czech Econometric Society},
  year         = {2012},
}

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Notes on asymptotic properties of approximated stochastic programs

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Evidence weight

0.31

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.14 × 0.4 = 0.06
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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