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Empirical Estimates in Stochastic Optimization and Identification

Empirical Estimates in Stochastic Optimization and Identification

Hardcover

Series: Applied Optimization, Book 71

Medical ReferenceGeneral MathematicsProbability & Statistics

ISBN10: 1402007078
ISBN13: 9781402007071
Publisher: Springer Nature
Published: Jun 30 2002
Pages: 250
Weight: 1.20
Height: 0.74 Width: 6.40 Depth: 9.96
Language: English

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

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