scientific article; zbMATH DE number 1203252

MaRDI QIDQ4209474zbMATH OpenFDO

Authors George Yin, Ben G. Fitzpatrick

Publication date 10 November 1998

zbMATH Keywords

stochastic optimizationfunctional central limit theoremdistributed parameter systemsweak and strong invariance principlesSkorokhod imbedding

Mathematics Subject Classification ID

Stochastic programming (90C15) Functional limit theorems; invariance principles (60F17) Identification in stochastic control theory (93E12)

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