Online Resource
Berlin : Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
Series Statement:
Stochastic Programming E-Print Series 2000,2000,7
Content:
An ergodic theorem for random lsc functions is obtained by relying on a (novel) 'scalarization' of such functions. In the process, Kolmogorov's extension theorem for randon lsc functions is established. Applications to statistical estimation problems, composite materials and stochastic optimization problems are briefly noted.
Language:
English
URN:
urn:nbn:de:kobv:11-110-18452/8881-0
URL:
Volltext
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