Fluctuations of stochastic optimization procedure in diffusion approximation scheme (Q2850434)
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scientific article; zbMATH DE number 6212580
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| English | Fluctuations of stochastic optimization procedure in diffusion approximation scheme |
scientific article; zbMATH DE number 6212580 |
Statements
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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0.833346962928772
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0.8057893514633179
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0.7731861472129822
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0.765296995639801
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