Strong consistency of sample path derivative estimates (Q921783)

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scientific article; zbMATH DE number 4166407
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    Strong consistency of sample path derivative estimates
    scientific article; zbMATH DE number 4166407

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      Strong consistency of sample path derivative estimates (English)
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      1990
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      stopping time
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      sample path performance functional
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      stochastic optimization
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      conditions for strong consistency of sample-path-based derivative estimators
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      gradient-based optimization of complex stochastic systems
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