Multidimensional stochastic approximation (Q5176915)

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scientific article; zbMATH DE number 6411483
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Multidimensional stochastic approximation
scientific article; zbMATH DE number 6411483

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    Multidimensional stochastic approximation (English)
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    5 March 2015
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    Kiefer-Wolfowitz
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    Robbins-Monro
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    stochastic approximations
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    adaptive algorithms
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    numerical examples
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    simultaneous perturbations stochastic approximation
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