Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis
type: Item
instance of: scholarly article
title: Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis
zbMATH Open document ID: 0976.62080
DOI: 10.1023/A:1008347431468
author: Qian-Yu Tang
author: Pierre L'Ecuyer
author: Hanfu Chen
published in: Discrete Event Dynamic Systems
publication date: 2000-08-24T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 1428421
zbMATH Keywords: perturbation analysis
zbMATH Keywords: recursive estimation
zbMATH Keywords: central limit theorems
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1428421