Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem (Q5495072)

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scientific article; zbMATH DE number 6323208
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    Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
    scientific article; zbMATH DE number 6323208

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      Stochastic Algorithms for the Estimation of an Optimal Solution of a LP Problem. Convergence and Central Limit Theorem (English)
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      30 July 2014
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      central limit theorem
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      stochastic algorithms
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      stochastic approximation
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