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