Strong consistency of sample path derivative estimates (Q921783)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of sample path derivative estimates |
scientific article |
Statements
Strong consistency of sample path derivative estimates (English)
0 references
1990
0 references
stopping time
0 references
sample path performance functional
0 references
stochastic optimization
0 references
conditions for strong consistency of sample-path-based derivative estimators
0 references
gradient-based optimization of complex stochastic systems
0 references
0 references
