Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous perturbation stochastic approximation of nonsmooth functions |
scientific article |
Statements
Simultaneous perturbation stochastic approximation of nonsmooth functions (English)
0 references
3 May 2007
0 references
simultaneous perturbation
0 references
stochastic approximation
0 references
Lipschitz function
0 references
stochastic gradient
0 references
Monte-Carlo method
0 references
0 references
0 references
