Asymptotic Dominance and Confidence for Solutions of Stochastic Programs

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3538 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3538 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3538 archive 351 disk0/00/00/35/17 2016-01-15 02:01:07 2021-08-27 17:14:00 2016-01-15 02:01:07 monograph show 2 Pflug G.C. 1361 0000-0001-8215-3550 Asymptotic Dominance and Confidence for Solutions of Stochastic Programs pub iis_met prog_ado For closed-set valued random processes we introduce a stochastic order relation (dominance) and show that the argmins of a sequence of random processes, which are epi-convergent in distribution satisfy this order relation in an asymptotic sense. The result may be used for the construction of confidence regions for the argmin. 1991-12 published WP-91-048 WP-91-048 10 229 public working_paper IIASA, Laxenburg, Austria 12 FALSE info:eu-repo/semantics/book