Multi-level stochastic approximation algorithms (Q292915)

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Multi-level stochastic approximation algorithms
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    Multi-level stochastic approximation algorithms (English)
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    9 June 2016
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    stochastic optimization
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    multi-level Monte Carlo methods
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    stochastic approximation algorithm
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    central limit theorem
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    Ruppert-Polyak averaging principle
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    Euler scheme
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