Convergence conditions for the observed mean method in stochastic programming
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Publication:1745693
DOI10.1007/s10559-018-0006-3zbMath1384.90068OpenAlexW2787494427MaRDI QIDQ1745693
Pavel S. Knopov, Vladimir I. Norkin
Publication date: 18 April 2018
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-018-0006-3
stochastic programminglarge deviationsmixing conditionsprobability functionsdiscontinuous functionsconvergence of a methoddependent observationsobserved mean method
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