Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
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Publication:269152
DOI10.1007/S10559-015-9788-8zbMATH Open1334.90091OpenAlexW2226470538MaRDI QIDQ269152FDOQ269152
Authors: P. P. Gorun, Ya. M. Chabanyuk 
Publication date: 18 April 2016
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-015-9788-8
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Cites Work
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- Discrete model of stochastic optimization of an investment portfolio
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- Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
- On Asymptotic Normality in Stochastic Approximation
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