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Asymptotic stochastic programs. (English) Zbl 0847.90107

Summary: Consider a stochastic program with unique solution. By the notion of epi-convergence in distribution in local coordinates, we define the asymptotic stochastic program associated to it. Stochastic programs may be classified according to the type of the pertaining asymptotic program. In particular, three such types are studied in detail: the normal shift program, the Wiener-type program and the Poisson-hyperplane program. Conditions for the convergence to each of the three types are given.

MSC:

90C15 Stochastic programming
62E20 Asymptotic distribution theory in statistics
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