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...

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Bibliographic Details
Main Author: Knopov, Pavel S.
Corporate Author: SpringerLink (Online service)
Other Authors: Kasitskaya, Evgeniya J.
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
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