Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems
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Publication:5113905
DOI10.1287/STSY.2019.0043zbMATH Open1453.90108OpenAlexW2973323768MaRDI QIDQ5113905FDOQ5113905
Authors: Afrooz Jalilzadeh, Jinlong Lei, Uday V. Shanbhag 
Publication date: 18 June 2020
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/stsy.2019.0043
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Cited In (4)
- Introduction to the Applied Probability Society’s “Open Problems in Applied Probability” Session at the INFORMS Annual Meeting, Phoenix, Arizona, November 4–7, 2018
- On a Finite Deformation of a Cone
- Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control
- SGDLibrary: a MATLAB library for stochastic optimization algorithms
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