Empirical estimates in stochastic optimization and identification

zbMath1041.90035MaRDI QIDQ1396170

Pavel S. Knopov, Evgeniya J. Kasitskaya

Publication date: 30 June 2003

Published in: Applied Optimization (Search for Journal in Brave)

zbMATH Keywords

random processesnon-parametric identificationrandom fieldsperiodogram estimatesstochastic optimisation: parametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Nonlinear programming (90C30) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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