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| Sample average approximation method for compound stochastic optimization problems. 智库出版物
2013
作者: Ermoliev YM; Norkin V
  收藏 | 浏览/下载：3/0 | 提交时间：2019/06/18
Stochastic optimization Compound functions Sample average approximation Normalized convergence Uniform normalized convergence Uniform law of large numbers Concentration inequalities Rademacher averages Rate of convergence |
| A distance for multistage stochastic optimization models. 智库出版物
2012
作者: Pflug GC; Pichler A
收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Stochastic optimization Quantitative stability Transportation distance Scenario approximation |
| DP8177 Second Order Approximation of Dynamic Models with Time-Varying Risk 智库出版物
2011
作者: PIerpaolo Benigno; Gianluca Benigno; Salvatore Nisticò
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Second order approximation stochastic volatility Uncertainty |
| Stochastic quasigradient methods: Applications. 智库出版物
2009
作者: Ermoliev Y; Floudas, C.A.; Pardalos, P.M.
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18
Expected utility Stochastic optimization (STO) problem Standard stochastic approximation Pollution control Queuing systems Catastrophic risks Neural nets Automaton learning |
| Stochastic quasigradient methods. 智库出版物
2009
作者: Ermoliev Y; Floudas, C.A.; Pardalos, P.M.
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
Stochastic quasigradient (SQG) methods Stochastic quasigradients (SQG) Nonstationary optimization Generalized differentiable (GD) function Stochastic approximation Global optimization |
| On nonsmooth and discontinuous problems of stochastic systems optimization. 智库出版物
1997
作者: Ermoliev YM; Norkin VI
收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Stochastic approximation Deterministic counterpart Discontinuity Theory of distributions Subgradients Stochastic quasi-gradients Networks Risk Mollifiers |
| Price Expectations, Cobwebs and Stability. 智库出版物
1997
作者: Flam SD; Kaniovski YM
Adobe PDF(534Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
cobweb models, adaptive learning, rational expectations, stochastic approximation, fixed point, stability. |
| Non-standard limit theorems for urn models and stochastic approximation procedures. 智库出版物
1995
作者: Kaniovski YM; Pflug GC
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
generalized urn scheme, conditional limit theorems, stochastic approximation |
