Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602)

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Simultaneous perturbation stochastic approximation of nonsmooth functions
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    Simultaneous perturbation stochastic approximation of nonsmooth functions (English)
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    3 May 2007
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    simultaneous perturbation
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    stochastic approximation
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    Lipschitz function
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    stochastic gradient
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    Monte-Carlo method
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