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Optimization algorithm with probabilistic estimation - MaRDI portal

Optimization algorithm with probabilistic estimation (Q1321420)

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scientific article; zbMATH DE number 557896
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English
Optimization algorithm with probabilistic estimation
scientific article; zbMATH DE number 557896

    Statements

    Optimization algorithm with probabilistic estimation (English)
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    27 April 1994
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    Monte Carlo simulation
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    stochastic optimization algorithm
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    gradient method
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