Stochastic optimization with estimated objectives

MaRDI QIDQ6083636zbMATH OpenFDO

Authors Paul Dommel, Alois Pichler

Publication date 8 December 2023

Full work available at URL http://yokohamapublishers.jp/online2/oppafa/vol8/p1377.html

zbMATH Keywords

reproducing kernel Hilbert spacespositive definite functionsGramian matrixMercer kernelsstatistical learning theory

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(3)

• scientific article; zbMATH DE number 819402 (Why is no real title available?)
• Stochastic comparison algorithm for continuous optimization with estimation
• Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands

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