Empirical Estimates in Stochastic Optimization and Identification
Description
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
Keywords
Language Arts & DisciplinesLibrary & Information ScienceMathematicsGame TheoryProbability & StatisticsStochastic ProcessesMathematical AnalysisOptimizationMedicalScienceSystem Theory
2002Book
Author(s)Pavel S. Knopov, Evgeniya J. Kasitskaya
PublisherSpringer Science & Business Media
ISBN9781402007071
LanguageEnglish
