| 来源类型 | Book Section |
| DOI | 10.1007/BFb0007112 |
| Stochastic optimization techniques for finding optimal submeasures. | |
| Gaivoronski A; Arkin, V.i.; Shiraev, I.; Wets, R. | |
| 发表日期 | 1986 |
| 出处 | Stochastic Optimization. Eds. Arkin, V.i. , Shiraev, I. & Wets, R. , pp. 351-363 Germany: Springer Berlin Heidelberg. ISBN 978-3-540-39841-7 DOI: 10.1007/BFb0007112 . |
| 出版年 | 1986 |
| 语种 | 英语 |
| 摘要 | In this paper, the author looks at some quite general optimization problems on the space of probabilistic measures. These problems originated in mathematical statistics but have applications in several other areas of mathematical analysis. The author extends previous work by considering a more general form of the constraints, and develops numerical methods (based on stochastic quasigradient techniques) and some duality relations for problems of this type. This paper is a contribution to research on stochastic optimization currently underway within the Adaptation and Optimization Project. |
| URL | http://pure.iiasa.ac.at/id/eprint/14129/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/133078 |
| 推荐引用方式 GB/T 7714 | Gaivoronski A,Arkin, V.i.,Shiraev, I.,et al. Stochastic optimization techniques for finding optimal submeasures.. 1986. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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