Normalized convergence in stochastic optimization

DOI10.1007/BF02204816zbMATH Open0731.60033MaRDI QIDQ808094FDOQ808094

Authors: Vladimir I. Norkin, Yuri M. Ermoliev 

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

stochastic optimizationconvergence rateLipschitz transformations

Mathematics Subject Classification ID

Stochastic programming (90C15) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• Convex Analysis
• Title not available (Why is that?)
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Asymptotic properties of statistical estimators in stochastic programming

Cited In (11)

• Stochastic Estimation of the Frobenius Norm in the ACA Convergence Criterion
• On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
• Title not available (Why is that?)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• Convergence of a normalized gradient algorithm for computing ground states
• Normalized convergence of random variables
• Normalized convergence of random variables and its applications
• Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric
• Convergence criteria for maxima with regularly varying normalizing constants
• Convergence of the empirical mean method in statistics and stochastic programming
• A simple recourse model for power dispatch under uncertain demand

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