SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM (Q2931725)

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SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM
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    SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM (English)
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    26 November 2014
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    simulation optimization
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    stochastic approximation
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    Robbins-Monro algorithm
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    asymptotic rate of convergence
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