Construction of a single-step optimal stochastic algorithm for approximating a Lipschitz function
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 5, pp. 652-662

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The problem of approximating a function satisfying a Lipschitz condition in the interval $[a,b]$ is considered. A single-step optimal stochastic algorithm for selecting the data points is constructed.
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     author = {M. A. Kokorev},
     title = {Construction of a single-step optimal stochastic algorithm for approximating {a~Lipschitz} function},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {652--662},
     publisher = {mathdoc},
     volume = {30},
     number = {5},
     year = {1990},
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     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_5_a1/}
}
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M. A. Kokorev. Construction of a single-step optimal stochastic algorithm for approximating a Lipschitz function. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 30 (1990) no. 5, pp. 652-662. http://geodesic.mathdoc.fr/item/ZVMMF_1990_30_5_a1/