A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case (Q3988954)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
scientific article

    Statements

    A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case (English)
    0 references
    0 references
    0 references
    0 references
    28 June 1992
    0 references
    0 references
    ergodic control
    0 references
    Monte Carlo method
    0 references
    good estimators
    0 references
    robustness
    0 references
    sensitivity estimators
    0 references
    0 references