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Asymptotic dominance and confidence for solutions of stochastic programs. (English) Zbl 1015.90511
Summary: For closed-set valued random processes we introduce a stochastic order relation (dominance) and show 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.

MSC:
90C15 Stochastic programming
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