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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