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

DOI10.1080/03610920802165329MaRDI QIDQ5495072zbMATH OpenOpenAlexFDO

Authors Tomás Prieto-Rumeau

Publication date 30 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802165329

zbMATH Keywords

central limit theoremstochastic approximationstochastic algorithms

Mathematics Subject Classification ID

Linear programming (90C05) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

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• Asymptotic Distribution of Stochastic Approximation Procedures
• Estimation of an optimal solution of a LP problem with unknown objective function
• Introduction to Stochastic Programming
• On Asymptotic Normality in Stochastic Approximation
• On a Stochastic Approximation Method
• Stochastic Minimization with Constant Step-Size: Asymptotic Laws

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(3)

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• scientific article; zbMATH DE number 433028 (Why is no real title available?)

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