A Note On Interval Estimates In Stochastic Optimization

Economic, social, engineering, medical as well as financial activities lead very often (from the mathematical point of view) to deterministic optimization problems depending on an unknown probability measure. Evidently, an experience is then employed whenever it is possible. Mostly, it means that the unknown probability measure is substituted by some its statistical estimate to obtain at least estimates of the optimal value and the optimal solution. A great attention has been paid (in the literature) to an investigation of the points estimates. In this paper we focus our effort to interval estimates. To this end we use the already  known stability results.