Using Perturbation Analysis for Gradient Estimation, Averaging and Updating in a Stochastic Approximation Algorithm

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Title: Using Perturbation Analysis for Gradient Estimation, Averaging and Updating in a Stochastic Approximation Algorithm
Author: Fu, Michael C.; Ho, Yu-Chi
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Date: 1988
Series/Report No.: Winter Simulation Conference Proceedings
URI: http://www.lib.ncsu.edu/resolver/1840.4/4425


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