How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
type: Item
instance of: scholarly article
title: How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
zbMATH Open document ID: 1161.62047
author: C. Ion
author: G. Yin
author: Vikram Krishnamurthy
published in: Mathematical Programming. Series A. Series B
publication date: 2009-05-05T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 34A60
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5550705
MaRDI profile type: Publication
full work available at URL: s10107-007-0145-1
OpenAlex ID: W1975973957
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DOI: 10.1007/S10107-007-0145-1
description: scientific article; zbMATH DE number 5550705