A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
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Publication:3988954
DOI10.1137/0330027zbMath0758.93082OpenAlexW1970020270MaRDI QIDQ3988954
Jichuan Yang, Harold J. Kushner
Publication date: 28 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0330027
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