A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems (Q3978277)

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A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems
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    A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems (English)
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    25 June 1992
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    Monte Carlo method
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    numerical optimization of stochastic systems
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    interpolated Markov chain approximation
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