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"How does a stochastic optimization/approximation algorithm adapt to a ..."

Gang George Yin, Cristina Ion, Vikram Krishnamurthy (2009)

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DOI: 10.1007/S10107-007-0145-1

access: closed

type: Journal Article

metadata version: 2017-05-27

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Gang George Yin, Cristina Ion, Vikram Krishnamurthy:
How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths. Math. Program. 120(1): 67-99 (2009)

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