A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176): Difference between revisions

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Property / DOI: 10.1016/j.spa.2015.05.016 / rank
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Property / arXiv ID: 1409.4748 / rank
 
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Latest revision as of 19:16, 9 December 2024

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A multi-step Richardson-Romberg extrapolation method for stochastic approximation
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    A multi-step Richardson-Romberg extrapolation method for stochastic approximation (English)
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    24 August 2015
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    stochastic approximation
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    Richardson-Romberg extrapolation
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    Euler scheme
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    weak error
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    stochastic optimization
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    diffusion processes
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