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Central Limit Theorems for Stochastic Optimization Algorithms Using Infinitesimal Perturbation Analysis.

Qian-Yu TangHan-Fu Chen
Published in: Discret. Event Dyn. Syst. (2000)
Keyphrases
  • stochastic optimization
  • learning algorithm
  • computational complexity
  • convergence rate
  • artificial intelligence
  • reinforcement learning
  • worst case
  • linear programming
  • sufficient conditions