Solving deterministic problems by stochastic approximation
Real polynomials: location of zeros (26C10) Nonlinear boundary value problems for ordinary differential equations (34B15) Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of solutions to single equations (65H05) Numerical solution of boundary value problems involving ordinary differential equations (65L10)
This article is an extended version of the authors' paper [Comput. Math. Appl. 15, No.11, 963-967 (1988; Zbl 0665.65050)] and contains new numerical examples.
- A Comparative Evaluation of Two Global Search Algorithms
- A Note on the Robbins-Monro Stochastic Approximation Method
- A Stochastic Approximation Method
- Accelerated Stochastic Approximation
- Approximation Methods which Converge with Probability one
- Extensions of Kesten's adaptive stochastic approximation method
- scientific article; zbMATH DE number 3837821 (Why is no real title available?)
- scientific article; zbMATH DE number 3121164 (Why is no real title available?)
- scientific article; zbMATH DE number 3169854 (Why is no real title available?)
- scientific article; zbMATH DE number 3225686 (Why is no real title available?)
- Multidimensional Stochastic Approximation Methods
- On a Stochastic Approximation Method
- On the Stochastic Approximation Method of Robbins and Monro
- Quasilinearization and invariant imbedding. With applications to chemical engineering and adaptive control
- Stochastic Estimation of the Maximum of a Regression Function
This page was built for publication: Solving deterministic problems by stochastic approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1123542)