Abstract. The author considers a stochastic programming problem where the estimation function is approximated by its empirical estimate for observations of a non-homogeneous random field with continuous time and strong mixing. The strong consistency of this estimate is investigated and its asymptotic distribution is found under the constraint imposed on the unknown parameter in the form of systems of inequalities.

Keywords: method of empirical estimate, random field, probability, function, minimization, non-stationary field, continuous time.

¹ State University of Telecommunications, Kyiv, Ukraine

 dut.gololobov.dma@meta.ua