METHODS AND SYSTEMS FOR AUTOMATIC DIFFERENTIATION OF DISCRETE AND DISCRETE-CONTINUOUS STOCHASTIC PROGRAMS
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United States of America Patent
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Issued Date -
Dec 28, 2023
app pub date -
Jun 23, 2023
filing date -
Jun 23, 2023
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Abstract
Systems and methods for computation of derivatives of stochastic programs are disclosed. A system having at least one processor is configured for automatically determining a derivative of an expectation of a stochastic program with respect to its input parameters, where the stochastic program includes continuous and discrete sources of randomness.
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