An Ergodic Theorem for Stochastic Programming Problems

[1]  John R. Birge,et al.  Introduction to Stochastic Programming , 1997 .

[2]  Yu. S. Kan,et al.  Stochastic Programming Problems with Probability and Quantile Functions , 1996 .

[3]  Christian Hess,et al.  Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator , 1996 .

[4]  R. Durrett.  Probability: Theory and Examples , 1993 .

[5]  R. Wets,et al.  Stochastic programming , 1989 .

[6]  Yuri Ermoliev,et al.  Numerical techniques for stochastic optimization , 1988 .

[7]  H. Attouch,et al.  Variational Convergence for Functions and Operators (Applicable Mathematics Series) , 1984 .

[8]  P. Kall.  Stochastic programming: Based on proceedings of an International Conference sponsored by the Institute of Mathematics and its applications, Mathematical Institute, Oxford, 15–17 July, 1974: M.A.H. DEMPSTER (Ed.) Academic Press, London, 1980, xiii + 573 pages, £ 42.00 , 1981 .

[9]  R. Wets,et al.  Random LSC Functions: Scalarization , 1999 .

[10]  Roger J.-B. Wets,et al.  Stochastic Programs with Chance Constraints: Generalized Convexity and Approximation Issues , 1998 .

[11]  David H. Salinger,et al.  A splitting algorithm for multistage stochastic programming with application to hydropower scheduling , 1997 .

[12]  R. Wets,et al.  Consistency of Minimizers and the SLLN for Stochastic Programs 1 , 1995 .

[13]  Behram Jehanbux Hansotia,et al.  Stochastic Programming , 1995, Optimizations and Programming.

[14]  R. Wets,et al.  Epi‐consistency of convex stochastic programs , 1991 .

[15]  Roger J.-B. Wets,et al.  Lake Eutrophication Management: The Lake Balaton Project , 1988 .

[16]  H. Attouch.  Variational convergence for functions and operators , 1984 .