Stochastic programming in Hilbert space

DOI10.1007/BF01070283zbMath0447.90068OpenAlexW1999368597MaRDI QIDQ3893676

Yu. M. Kaniovskij, Z. V. Nekrylova, Pavel S. Knopov

Publication date: 1978

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01070283

zbMATH Keywords

real separable Hilbert spacemaximum problemstochastic quasi-gradient methodcalculation of solutionasymptotic distribution of the proceduremean square convergence ratesequence of independent stochastic processes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Programming in abstract spaces (90C48) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cites Work

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