Multi-level stochastic approximation algorithms (Q292915)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6590328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-level stochastic approximation algorithms |
scientific article; zbMATH DE number 6590328 |
Statements
Multi-level stochastic approximation algorithms (English)
0 references
9 June 2016
0 references
stochastic optimization
0 references
multi-level Monte Carlo methods
0 references
stochastic approximation algorithm
0 references
central limit theorem
0 references
Ruppert-Polyak averaging principle
0 references
Euler scheme
0 references
0 references
0 references
0 references
0 references
0 references
0.8223657608032227
0 references
0.8157296776771545
0 references
0.8123190402984619
0 references
0.7910074591636658
0 references
