Empirical Estimates in Stochastic Optimization and Identification /
This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extremal points, as well as empirical estimates of functionals with probability 1 and in probability are presented. It is shown that the...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA :
Springer US,
2002.
|
| Series: | Applied optimization ;
71. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extremal points, as well as empirical estimates of functionals with probability 1 and in probability are presented. It is shown that the investigation of asymptotic properties of approximate estimates and estimates of unknown parameters in various regression models can be carried out by using general methods, which are presented by the authors. The connection between stochastic programming methods and estimation theory is described. It was assumed to use the methods of asymptotic stochastic analysis for investigation of extremal points, and on the other hand to use stochastic programming methods to find optimal estimates. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (viii, 250 pages) |
| ISBN: | 9781475735673 (electronic bk.) 1475735677 (electronic bk.) |
| ISSN: | 1384-6485 ; |