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    Simultaneous perturbation stochastic approximation of nonsmooth functions
    13 years 4 months ago
    Simultaneous perturbation stochastic approximation of nonsmooth functions
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    A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
    Vaida Bartkute, Leonidas Sakalauskas
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