Geodesic
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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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/

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