Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis
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Publication:1975197
DOI10.1023/A:1008347431468zbMath0976.62080MaRDI QIDQ1975197
Pierre L'Ecuyer, Qian-Yu Tang, Chen, Hanfu
Publication date: 24 August 2000
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Stochastic approximation (62L20)
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