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Conditional Monte Carlo
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Conditional Monte Carlo

Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation.
Undertittel
Gradient Estimation and Optimization Applications
Forfatter
Michael C. Fu
ISBN
9781461378891
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.10.2012
Antall sider
399