A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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