Empirical Estimates in Stochastic Optimization and Identification |
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| Author:
| Knopov, Pavel S.
Kasitskaya, Evgeniya J. |
| Series title: | Applied Optimization Ser. |
| ISBN: | 978-1-4020-0707-1 |
| Publication Date: | Jan 2002 |
| Publisher: | Springer London, Limited
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| Book Format: | Hardback |
| List Price: | AUD $302.95 |
Book Description:
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This book contains problems of 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
This book contains problems of 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