Weighted Means in Stochastic Approximation of Minima
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012995283789
Reference20 articles.
1. Asymptotic behaviour of a class of stochastic approximation procedures
2. Multidimensional Stochastic Approximation Methods
3. Lower Rate of Convergence for Locating a Maximum of a Function
4. An Optimum Design for Estimating the First Derivative
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