Stability of stochastic optimization problems - nonmeasurable case

Abstract

This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We try to derive stability results without precise knowledge of problem structure and without measurability assumption… (More)

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Cite this paper

@article{Lachout2008StabilityOS, title={Stability of stochastic optimization problems - nonmeasurable case}, author={Petr Lachout}, journal={Kybernetika}, year={2008}, volume={44}, pages={259-276} }