General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm (Q2879517): Difference between revisions

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General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
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    General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm (English)
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    26 March 2012
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    stochastic optimization
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    stochastic approximation
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    Kiefer-Wolfowitz algorithm
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    mean-squared-error convergence
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    finite-time improvement
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