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Empirical Estimates in Stochastic Optimization and Identification on Hardback by Pavel S. Knopov
Empirical Estimates in Stochastic Optimization and Identification on Hardback by Pavel S. Knopov
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Empirical Estimates in Stochastic Optimization and Identification

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Description

This volume contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extremal points, as well as empirical estimates of functionals with probability 1 and in probability are presented. It is shown that the investigation of asymptotic properties of approximate estimates and estimates of unknown parameters in various regression models can be carried out by using general methods, which are presented by the authors. The connection between stochastic programming methods and estimation theory is described. It was assumed to use the methods of asymptotic stochastic analysis for investigation of extremal points, and on the other hand to use stochastic programming methods to find optimal estimates.
Release date Australia
June 30th, 2002
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
VIII, 250 p.
Pages
250
Dimensions
156x234x15
ISBN-13
9781402007071
Product ID
2052752

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