On continuous convergence and epi-convergence of random functions - Part I: Theory and relations

被引：0
|
作者：
Vogel, S
Lachout, P
机构：
[1] Charles Univ, Dept Stat & Probabil, Prague 18675 8, Czech Republic
[2] Acad Sci Czech Republ, Inst Informat Theory & Automat, Prague 18208 8, Czech Republic
来源：
KYBERNETIKA | 2003年 / 39卷 / 01期
关键词：
continuous convergence; epi-convergence; stochastic programming; stability;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Continuous convergence and epi-convergence of sequences of random functions axe crucial assumptions if mathematical programming problems axe approximated on the basis of estimates or via sampling. The paper investigates "almost surely" and "in probability" versions of these convergence notions in more detail. Part I of the paper presents definitions and theoretical results and Part II is focused on sufficient conditions which apply to many models for statistical estimation and stochastic optimization.
引用
收藏
页码：75 / 98
页数：24
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