Asymptotic dominance and confidence for solutions of stochastic programs

Asymptotic dominance and confidence for solutions of stochastic programs

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Article ID: iaor19951901
Country: Slovakia
Volume: 1
Issue: 1
Start Page Number: 21
End Page Number: 30
Publication Date: Jan 1992
Journal: Czechoslovak Journal for Operations Research
Authors:
Abstract:

For closed-set valued random processes the paper introduces a stochastic order relation (dominance) and shows 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.

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