نتایج جستجو برای: approximation algorithms

تعداد نتایج: 497730  

Journal: :Journal of Computer and System Sciences 2006

Journal: :Electronic Journal of Probability 2021

This paper is devoted to two different two-time-scale stochastic approximation algorithms for superquantile, also known as conditional value-at-risk, estimation. We shall investigate the asymptotic behavior of a Robbins-Monro estimator and its convexified version. Our main contribution establish almost sure convergence, quadratic strong law iterated logarithm our estimates via martingale approa...

Journal: :ACM Transactions on Economics and Computation 2020

Journal: :Journal of Fundamental and Applied Sciences 2016

Journal: :Mathematics of Operations Research 2020

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