General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
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Publication:2879517
DOI10.1287/opre.1110.0970zbMath1252.90057OpenAlexW2100911008MaRDI QIDQ2879517
Assaf J. Zeevi, Deniz M. Cicek, Mark N. Broadie
Publication date: 26 March 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/08ec3cceb6b55249dc511fa04f342b51135649a3
stochastic optimizationstochastic approximationKiefer-Wolfowitz algorithmfinite-time improvementmean-squared-error convergence
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