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Conditional Monte Carlo: Gradient Estimation and Optimization Applications - The Springer International Series in Engineering and Computer Science Michael C. Fu 1997 edition
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Conditional Monte Carlo: Gradient Estimation and Optimization Applications - The Springer International Series in Engineering and Computer Science
Michael C. Fu
Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation.
399 pages, biography
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