Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems

Q1 Mathematics Stochastic Systems Pub Date : 2019-09-17 DOI:10.1287/stsy.2019.0043
A. Jalilzadeh, J. Lei, U. Shanbhag
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引用次数: 1

Abstract

Central limit theorems represent among the most celebrated of limit theorems in probability theory (Lindeberg 1922, Feller 1945). It may be recalled that the sum of n independent and identically di...
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开放问题——随机优化的迭代格式:收敛性陈述和极限定理
中心极限定理是概率论中最著名的极限定理之一(Lindeberg 1922,Feller 1945)。可以回顾的是,n的和独立且相同的di。。。
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来源期刊
Stochastic Systems
Stochastic Systems Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
3.70
自引率
0.00%
发文量
18
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