| Article ID: | iaor19912121 |
| Country: | Switzerland |
| Volume: | 30 |
| Start Page Number: | 169 |
| End Page Number: | 186 |
| Publication Date: | Mar 1991 |
| Journal: | Annals of Operations Research |
| Authors: | Shapiro Alexander |
The paper discusses a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresponding optimal solutions are briefly discussed.