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Fluctuations of stochastic optimization procedure in diffusion approximation scheme - MaRDI portal

Fluctuations of stochastic optimization procedure in diffusion approximation scheme (Q2850434)

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scientific article; zbMATH DE number 6212580
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Fluctuations of stochastic optimization procedure in diffusion approximation scheme
scientific article; zbMATH DE number 6212580

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    26 September 2013
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    stochastic optimization procedure
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    Markov process
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    impulse perturbation
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    diffusion perturbation
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    Fluctuations of stochastic optimization procedure in diffusion approximation scheme (English)
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