Consistency and Properties of Large Deviations of Empirical Estimates in Stochastic Optimization Problems for Homogeneous Random Fields under Nonhomogeneous and Homogeneous Observations

被引：0

作者：

P. S. Knopov

E. J. Kasitskaya

机构：

[1] V. M. Glushkov Institute of Cybernetics,

[2] National Academy of Sciences of Ukraine,undefined

来源：

Cybernetics and Systems Analysis | 2021年 / 57卷

关键词：

stochastic programming problem; random field homogeneous in a strict sense; nonhomogeneous observations; strong mixing condition; large deviations;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The paper considers a stochastic programming problem with the empirical function constructed from nonhomogeneous observations of a homogeneous random field. The field satisfying the strong mixing condition is investigated in the problem. The conditions whereby the empirical estimate is consistent are given, and large deviations of the estimate for homogeneous observations are estimated.

引用

页码：16 / 29

页数：13

共 10 条

[1] Consistency and Properties of Large Deviations of Empirical Estimates in Stochastic Optimization Problems for Homogeneous Random Fields under Nonhomogeneous and Homogeneous Observations
Knopov, P. S.
Kasitskaya, E. J.
[J]. CYBERNETICS AND SYSTEMS ANALYSIS, 2021, 57 (01) : 16 - 29
[2] Large Deviations of Empirical Estimates in the Stochastic Programming Problem for the Homogeneous Random Field with a Discrete Parameter
P. S. Knopov
E. J. Kasitskaya
[J]. Cybernetics and Systems Analysis, 2021, 57 : 704 - 713
[3] Large Deviations of Empirical Estimates in the Stochastic Programming Problem for the Homogeneous Random Field with a Discrete Parameter
Knopov, P. S.
Kasitskaya, E. J.
[J]. CYBERNETICS AND SYSTEMS ANALYSIS, 2021, 57 (05) : 704 - 713
[4] Large Deviations of Empirical Estimates in Stochastic Programming Problems
P. S. Knopov
E. I. Kasitskaya
[J]. Cybernetics and Systems Analysis, 2004, 40 (4) : 510 - 516
[5] PROPERTIES OF EMPIRICAL ESTIMATES IN STOCHASTIC OPTIMIZATION AND IDENTIFICATION PROBLEMS
KNOPOV, PS
KASITSKAYA, EJ
[J]. ANNALS OF OPERATIONS RESEARCH, 1995, 56 : 225 - 239
[6] Large Deviations of Empirical Estimates in the Stochastic Programming Problem with Nonstationary Observations and Continuous Time
Knopov, P. S.
Kasitskaya, E. J.
[J]. CYBERNETICS AND SYSTEMS ANALYSIS, 2019, 55 (05) : 772 - 777
[7] Large Deviations of Empirical Estimates in the Stochastic Programming Problem with Nonstationary Observations and Continuous Time
P. S. Knopov
E. J. Kasitskaya
[J]. Cybernetics and Systems Analysis, 2019, 55 : 772 - 777
[8] ON LARGE DEVIATIONS OF EMPIRICAL ESTIMATES IN A STOCHASTIC PROGRAMMING PROBLEM WITH TIME-DEPENDENT OBSERVATIONS
Knopov, P. S.
Kasitskaya, E. J.
[J]. CYBERNETICS AND SYSTEMS ANALYSIS, 2010, 46 (05) : 724 - 728
[9] ASYMPTOTIC PROPERTIES OF PSEUDO-OPTIMAL ESTIMATES FOR THE MEAN OF THE HOMOGENEOUS RANDOM FIELDS
LYALKO, SB
[J]. DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1979, (09): : 698 - 701
[10] The existence, the uniqueness, the stability and the properties of the large deviations of solutions of background stochastic differential equations with random terminal time. Application to singular perturbation problems
Doss, Halim
Rainero, Sophie
[J]. BULLETIN DES SCIENCES MATHEMATIQUES, 2007, 131 (02): : 99 - 174

← 1 →