A Stochastic Approximation Algorithm with Varying Bounds

DOI10.1287/OPRE.43.6.1037zbMath0852.90115OpenAlexW2036200030MaRDI QIDQ4887726

Sigrún Andradóttir

Publication date: 9 December 1996

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.43.6.1037

zbMATH Keywords

simulationstochastic approximationasymptotic convergene ratevarying bounds

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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