Empirical Estimates in Stochastic Optimization and Identification

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Product 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

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Details

  • ISBN13 9781475735673
  • Released 2013
  • Publisher Springer
  • Format Elektronisk medie
  • Language English