Empirical Estimates in Stochastic Optimization and Identification

Häftad, Engelska, 2010

Av Pavel S. Knopov, Evgeniya J. Kasitskaya

1 399 kr

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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

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