Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (Q4565351): Difference between revisions

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Revision as of 16:23, 5 March 2024

scientific article; zbMATH DE number 6886367
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English
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization
scientific article; zbMATH DE number 6886367

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    Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (English)
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    12 June 2018
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    adaptive stochastic approximation algorithm
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    three-timescale
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    Newton-type algorithms
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    simulation optimization
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    simultaneous perturbation stochastic approximation
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