Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
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Publication:5495072
DOI10.1080/03610920802165329zbMATH Open1292.62123OpenAlexW2142799995MaRDI QIDQ5495072FDOQ5495072
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
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Cites Work
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- Introduction to Stochastic Programming
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- On Asymptotic Normality in Stochastic Approximation
- On a Stochastic Approximation Method
- Title not available (Why is that?)
- Asymptotic Distribution of Stochastic Approximation Procedures
- Stochastic Minimization with Constant Step-Size: Asymptotic Laws
- Estimation of an optimal solution of a LP problem with unknown objective function
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