Convergence conditions for the observed mean method in stochastic programming (Q1745693): Difference between revisions

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Property / DOI: 10.1007/s10559-018-0006-3 / rank
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Property / author: Pavel S. Knopov / rank
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Property / author: Vladimir I. Norkin / rank
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Property / author: Pavel S. Knopov / rank
 
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Property / author: Vladimir I. Norkin / rank
 
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Latest revision as of 07:47, 11 December 2024

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Convergence conditions for the observed mean method in stochastic programming
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    Convergence conditions for the observed mean method in stochastic programming (English)
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    18 April 2018
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    stochastic programming
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    observed mean method
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    dependent observations
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    mixing conditions
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    large deviations
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    discontinuous functions
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    probability functions
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    convergence of a method
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