Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method (Q1327192)

The author gives many examples of solving deterministic problems by stochastic approximation procedures both of the Robbins-Monro and Kiefer- Wolfowitz type. The examples presented are: Finding the solutions of differential equations, obtaining maximum likelihood estimates of parameters involved in Weibull and gamma distributions (using Kesten's method of the Robbins-Monro stochastic approximation procedure), solving algebraic equations of higher order, searching the positions of maxima of multidimensional functions, solving known dynamic programming problems.