Simulation-based optimization by new stochastic approximation algorithm (Q2931725)
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scientific article; zbMATH DE number 6374343
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| English | Simulation-based optimization by new stochastic approximation algorithm |
scientific article; zbMATH DE number 6374343 |
Statements
SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM (English)
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26 November 2014
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simulation optimization
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stochastic approximation
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Robbins-Monro algorithm
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asymptotic rate of convergence
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0.8234835863113403
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0.8144249320030212
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0.8055379986763
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0.8018401861190796
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0.7982466220855713
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