<p>The authors analyze the asymptotic properties of the empirical mean method, which is one of the fundamental methods in the theory of stochastic optimization. The conditions for convergence of the method and its rate of convergence, the asymptotic distribution of estimates, and its connection to the theory of statistical estimation are determined.</p>

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Asymptotic Properties of the Empirical Mean Method

  • P. S. Knopov,
  • E. J. Kasitskaya,
  • O. S. Samosyonok

摘要

The authors analyze the asymptotic properties of the empirical mean method, which is one of the fundamental methods in the theory of stochastic optimization. The conditions for convergence of the method and its rate of convergence, the asymptotic distribution of estimates, and its connection to the theory of statistical estimation are determined.