Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations (Q1797547)

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scientific article; zbMATH DE number 6959806
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Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations
scientific article; zbMATH DE number 6959806

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    Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations (English)
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    22 October 2018
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    large deviation
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    stochastic optimization
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