| Empirical Estimates in Stochastic Optimization and Identification 2002 Edition Contributor(s): Knopov, Pavel S. (Author), Kasitskaya, Evgeniya J. (Author) |
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ISBN: 1402007078 ISBN-13: 9781402007071 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: June 2002 Annotation: This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extremal points, as well as empirical estimates of functionals with probability 1 and in probability are presented. It is shown that the investigation of asymptotic properties of approximate estimates and estimates of unknown parameters in various regression models can be carried out by using general methods, which are presented by the authors. The connection between stochastic programming methods and estimation theory is described. It was assumed to use the methods of asymptotic stochastic analysis for investigation of extremal points, and on the other hand to use stochastic programming methods to find optimal estimates. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics. |
| Additional Information |
| BISAC Categories: - Mathematics | Game Theory - Medical - Mathematics | Probability & Statistics - General |
| Dewey: 519.3 |
| LCCN: 2002075219 |
| Series: Applied Optimization |
| Physical Information: 0.74" H x 6.4" W x 9.96" (1.20 lbs) 250 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics |