Convergence of parameter sensitivity estimates in a stochastic experiment
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Publication:3692660
DOI10.1109/TAC.1985.1104076zbMath0574.62081MaRDI QIDQ3692660
Publication date: 1985
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
stochastic optimizationstrong law of large numbersparameter sensitivitydifferentiation operatorgradient estimationexpectation operator
Stochastic programming (90C15) Stochastic approximation (62L20) Empirical decision procedures; empirical Bayes procedures (62C12)
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