Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (Q4950972)

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scientific article; zbMATH DE number 1437480
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Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
scientific article; zbMATH DE number 1437480

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    Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (English)
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    27 April 2000
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    common random numbers
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    simultaneous perturbation stochastic approximation
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    finite difference stochastic approximation
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    discrete event dynamic systems
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