A randomized stochastic optimization algorithm: its estimation accuracy
From MaRDI portal
Publication:2457537
Recommendations
- Randomized algorithms for stochastic approximation under arbitrary disturbances
- Optimization algorithm with probabilistic estimation
- Accelerated randomized stochastic optimization.
- Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
- Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
Cites work
- scientific article; zbMATH DE number 4130299 (Why is no real title available?)
- scientific article; zbMATH DE number 177230 (Why is no real title available?)
- scientific article; zbMATH DE number 3297944 (Why is no real title available?)
- A Kiefer-Wolfowitz algorithm with randomized differences
- A one-measurement form of simultaneous perturbation stochastic approximation
- Linear Regression and Filtering Under Nonstandard Assumptions (Arbitrary Noise)
- Optimal order of accuracy of search algorithms in stochastic optimization
- Polynomial-Time Algorithms for Prime Factorization and Discrete Logarithms on a Quantum Computer
- Randomized algorithms for stochastic approximation under arbitrary disturbances
- Stochastic Estimation of the Maximum of a Regression Function
- The role of model validation for assessing the size of the unmodeled dynamics
Cited in
(5)- Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
- On impact of statistical estimates on precision of stochastic optimization
- Optimization of algorithm estimation of certain probabilistic characteristics
- Stochastic comparison algorithm for continuous optimization with estimation
- Expected number of steps of a random optimization method. Reply
This page was built for publication: A randomized stochastic optimization algorithm: its estimation accuracy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2457537)
