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

Afrooz Jalilzadeh, Jinlong Lei, Uday V. Shanbhag

Research output: Contribution to journalComment/debatepeer-review

1 Scopus citations
Original languageEnglish (US)
Pages (from-to)299-302
Number of pages4
JournalStochastic Systems
Volume9
Issue number3
DOIs
StatePublished - Sep 2019
Externally publishedYes

Keywords

  • central limit theorems
  • stochastic approximation
  • stochastic optimization

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Management Science and Operations Research

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