Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 10: Stochastic Programming  < Chapter 7

STOCHASTIC PROGRAMMING
Edited by A. Ruszczynski and A. Shapiro

CHAPTER 7
Stochastic Optimization and Statistical Inference
G. Ch. Pflug

1. Uncertain and ambiguous optimization problems*

2. The empirical problem

3. Properties of statistical estimates

4. Risk functionals and Lipschitz properties

5. Arithmetic means of of i.i.d. random variables

6. Entropic sizes of stochastic programs

7. Epiconvergence

8. Epipointwise convergence for stochastic programs

9. Asymptotic stochastic programs

Bibliographic remarks

References

* The first two pages of the chapters are available as PDF file.

Complete chapters on ScienceDirect
 
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