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Publication:4026974
zbMATH Open0779.93094MaRDI QIDQ4026974
Pierre L'Ecuyer, Nataly Giroux, Peter W. Glynn
Publication date: 21 February 1993
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infinitesimal perturbation analysisstochastic approximation algorithmslikelihood ratio methodsingle-run optimization
Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Markov processes (60J99)
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