Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (Q4006251)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stochastic approximation using a simultaneous perturbation gradient approximation |
scientific article |
Statements
Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (English)
0 references
26 September 1992
0 references
stochastic approximation
0 references
gradient approximation
0 references
Kiefer-Wolfowitz type procedures
0 references
finite-difference-based algorithms in large-dimensional problems
0 references
