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Publication:4026974
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zbMATH Open0779.93094MaRDI QIDQ4026974

Pierre L'Ecuyer, Nataly Giroux, Peter W. Glynn

Publication date: 21 February 1993



Title of this publication is not available (Why is that?)


zbMATH Keywords

infinitesimal perturbation analysisstochastic approximation algorithmslikelihood ratio methodsingle-run optimization


Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Markov processes (60J99)



Related Items (2)

A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares) ⋮ On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains






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