A Kiefer-Wolfowitz algorithm with randomized differences

DOI10.1109/9.751340zbMath1056.93622OpenAlexW2132667699MaRDI QIDQ4506696

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Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1808/1300

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)

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