Strong consistency of sample path derivative estimates (Q921783)
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scientific article; zbMATH DE number 4166407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of sample path derivative estimates |
scientific article; zbMATH DE number 4166407 |
Statements
Strong consistency of sample path derivative estimates (English)
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1990
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stopping time
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sample path performance functional
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stochastic optimization
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conditions for strong consistency of sample-path-based derivative estimators
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gradient-based optimization of complex stochastic systems
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