Strong consistency of sample path derivative estimates (Q921783): Difference between revisions

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Latest revision as of 11:32, 21 June 2024

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Strong consistency of sample path derivative estimates
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    Strong consistency of sample path derivative estimates (English)
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    1990
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    stopping time
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    sample path performance functional
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    stochastic optimization
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    conditions for strong consistency of sample-path-based derivative estimators
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    gradient-based optimization of complex stochastic systems
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