Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization

DOI10.1007/BF02667000zbMath0937.60012MaRDI QIDQ1288664

Vladimir I. Norkin, Yury M. Ermoliev

Publication date: 28 May 2000

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationstochastic programmingLyapunov functionlaw of large numbersdependent random variables

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

• Adaptive optimization of the Monte-Carlo method
• Iterative processes: A survey of convergence theory using Lyapunov second method
• Stochastic gradient processes: A survey of convergence theory using Lyapunov second method
• A Gradient Technique of Adaptive Monte Carlo
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