Multi-level stochastic approximation algorithms (Q292915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-level stochastic approximation algorithms |
scientific article |
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Multi-level stochastic approximation algorithms (English)
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9 June 2016
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stochastic optimization
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multi-level Monte Carlo methods
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stochastic approximation algorithm
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central limit theorem
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Ruppert-Polyak averaging principle
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Euler scheme
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