Abstract. The paper analyzes convergence conditions of the empirical mean method under nonstandard conditions, where dependent observations of random parameters are used and probabilistic optimization functions may be discontinuous indicators. For the case of dependent observations, large deviation type theorems for approximate optimal values and solutions are established.
Keywords: stochastic programming, empirical mean method, mixing conditions, large deviations, discontinuous functions, probability functions, method convergence.
1 V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine,
e-mail: knopov1@yahoo.com.
2 V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine and National
Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute,” Kyiv, Ukraine,
e-mail: vladimir.norkin@gmail.com.