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» Optimization by Stochastic Continuation
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CORR
2007
Springer
93views Education» more  CORR 2007»
15 years 6 months ago
Stochastic Optimization Algorithms
Pierre Collet, Jean-Philippe Rennard
101
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SIAMCO
2008
73views more  SIAMCO 2008»
15 years 6 months ago
On the Optimal Stochastic Impulse Control of Linear Diffusions
Luis H. R. Alvarez, Jukka Lempa