General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm (Q2879517)
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scientific article; zbMATH DE number 6018452
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| English | General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm |
scientific article; zbMATH DE number 6018452 |
Statements
26 March 2012
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stochastic optimization
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stochastic approximation
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Kiefer-Wolfowitz algorithm
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mean-squared-error convergence
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finite-time improvement
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0.9073998
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0.8936057
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0.8804257
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0.8729805
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General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm (English)
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