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Finite difference and simultaneous perturbation stochastic approximation with fixed step sizes in case of multiplicative noises

Alexander Vakhitov. Finite difference and simultaneous perturbation stochastic approximation with fixed step sizes in case of multiplicative noises. In European Control Conference, ECC 2014, Strasbourg, France, June 24-27, 2014. pages 1613-1618, IEEE, 2014. [doi]

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