Epi-Consistency of Convex Stochastic Programs

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3194 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3194 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3194 archive 351 disk0/00/00/31/48 2016-01-15 01:59:00 2021-08-27 17:13:18 2016-01-15 01:59:00 monograph show 2 King A.J. AL1689 Wets R.J.-B. AL1370 Epi-Consistency of Convex Stochastic Programs pub iis_met prog_ado This paper presents consistency results for sequences of optimal solutions to convex stochastic optimization problems constructed from empirical data. Very few additional assumptions are required because of the special properties of convexity and empirical measures; nevertheless the results are broadly applicable to many situations arising in stochastic programming. 1988-07 published WP-88-057 WP-88-057 10 2729 2512 public working_paper IIASA, Laxenburg, Austria 21 FALSE info:eu-repo/semantics/book