A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems
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Publication:3978277
DOI10.1137/0329064zbMath0742.93084OpenAlexW2073605536MaRDI QIDQ3978277
Harold J. Kushner, Jichuan Yang
Publication date: 25 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329064
Monte Carlo methodinterpolated Markov chain approximationnumerical optimization of stochastic systems
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