A Globally Convergent Stochastic Approximation
From MaRDI portal
Publication:4695416
DOI10.1137/0331003zbMath0769.62060OpenAlexW1985440758MaRDI QIDQ4695416
Publication date: 30 August 1993
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0331003
asymptotic normalityalmost sure convergencerandom searchglobal optimumroot-findingglobal minimizerasymptotically normal convergenceautomatic learning algorithmconstrained Kiefer-Wolfowitz search
Related Items
Stochastic approximation of global minimum points ⋮ Online learning via congregational gradient descent ⋮ An Asymptotically Optimal Set Approach for Simulation Optimization ⋮ Adaptive random search for continuous simulation optimization ⋮ Optimization via simulation: A review ⋮ Almost surely convergent global optimziation algorithm using noise-corrupted observations