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Empirical Estimates in Stochastic Optimization and Identification

af Pavel S. Knopov, Evgeniya J. Kasitskaya

indgår i Applied Optimization serien

Empirical Estimates in Stochastic Optimization and Identification af Pavel S. Knopov
Bag om Empirical Estimates in Stochastic Optimization and Identification

Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781402007071
  • Indbinding:
  • Hardback
  • Sideantal:
  • 250
  • Udgivet:
  • 1. juni 2002
  • Udgave:
  • 2002
  • Størrelse:
  • 234x156x15 mm.
  • Vægt:
  • 1210 g.
  • 8-11 hverdage.
  • 7. december 2024

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Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics

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