Convergence conditions for the observed mean method in stochastic programming
type: Item
instance of: scholarly article
title: Convergence conditions for the observed mean method in stochastic programming
zbMATH Open document ID: 1384.90068
published in: Cybernetics and Systems Analysis
publication date: 2018-04-18T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6861245
zbMATH Keywords: stochastic programming
zbMATH Keywords: observed mean method
zbMATH Keywords: dependent observations
zbMATH Keywords: mixing conditions
zbMATH Keywords: large deviations
zbMATH Keywords: discontinuous functions
zbMATH Keywords: probability functions
zbMATH Keywords: convergence of a method
author: Pavel S. Knopov
author: Vladimir I. Norkin
MaRDI profile type: Publication
full work available at URL: s10559-018-0006-3
OpenAlex ID: W2787494427
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DOI: 10.1007/S10559-018-0006-3
description: scientific article; zbMATH DE number 6861245