Gradient-based simulation optimization under probability constraints (Q421531)
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scientific article; zbMATH DE number 6035008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient-based simulation optimization under probability constraints |
scientific article; zbMATH DE number 6035008 |
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Gradient-based simulation optimization under probability constraints (English)
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14 May 2012
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probability constraints
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stochastic gradient algorithm
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stochastic approximation
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