Fluctuations of stochastic optimization procedure in diffusion approximation scheme (Q2850434)

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scientific article; zbMATH DE number 6212580
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    Fluctuations of stochastic optimization procedure in diffusion approximation scheme
    scientific article; zbMATH DE number 6212580

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      26 September 2013
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      stochastic optimization procedure
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      Markov process
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      impulse perturbation
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      diffusion perturbation
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      Fluctuations of stochastic optimization procedure in diffusion approximation scheme (English)
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