Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations

DOI10.1007/978-3-319-68640-0_13zbMath1398.90127OpenAlexW2772678055MaRDI QIDQ1797547

Pavel S. Knopov, Evgeniya J. Kasitskaya

Publication date: 22 October 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-68640-0_13

zbMATH Keywords

stochastic optimizationlarge deviation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Related Items (2)

Convergence conditions for the observed mean method in stochastic programming ⋮ Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time

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