A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176)
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scientific article
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| English | A multi-step Richardson-Romberg extrapolation method for stochastic approximation |
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A multi-step Richardson-Romberg extrapolation method for stochastic approximation (English)
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24 August 2015
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stochastic approximation
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Richardson-Romberg extrapolation
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Euler scheme
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weak error
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stochastic optimization
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diffusion processes
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0.8028650879859924
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0.797362744808197
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0.764176607131958
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0.752789318561554
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