Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (Q4564833)

From MaRDI portal
scientific article; zbMATH DE number 6886338
Language Label Description Also known as
English
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
scientific article; zbMATH DE number 6886338

    Statements

    Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    12 June 2018
    0 references
    Hadamard matrices
    0 references
    SPSA
    0 references
    simulation optimization
    0 references
    deterministic perturbations
    0 references
    stochastic approximation
    0 references
    two-timescale algorithms
    0 references

    Identifiers