Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Multidimensional Stochastic Approximation Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4000274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281164 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5581948 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Dynamic Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3236106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3944348 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Minimization of Semicontinuous Functions: Mollifier Subgradients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4120324 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Estimation of the Maximum of a Regression Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4421713 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3775322 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3883918 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3028166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Directionally Lipschitzian Functions and Subdifferential Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141922 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stochastic programming by Monte-Carlo estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate stochastic approximation using a simultaneous perturbation gradient approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4045476 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5344617 / rank
 
Normal rank

Revision as of 17:23, 25 June 2024

scientific article
Language Label Description Also known as
English
Simultaneous perturbation stochastic approximation of nonsmooth functions
scientific article

    Statements

    Simultaneous perturbation stochastic approximation of nonsmooth functions (English)
    0 references
    0 references
    3 May 2007
    0 references
    simultaneous perturbation
    0 references
    stochastic approximation
    0 references
    Lipschitz function
    0 references
    stochastic gradient
    0 references
    Monte-Carlo method
    0 references

    Identifiers