A randomized stochastic optimization algorithm: its estimation accuracy

DOI10.1134/S0005117906040060zbMATH Open1126.90393OpenAlexW2166775240MaRDI QIDQ2457537FDOQ2457537

Authors: S. S. Sysoev, Alexander T. Vakhitov, Oleg N. Granichin 

Publication date: 23 October 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117906040060

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Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Randomized algorithms (68W20) Stochastic programming (90C15)

Cites Work

• 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
• Optimal order of accuracy of search algorithms in stochastic optimization
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• A one-measurement form of simultaneous perturbation stochastic approximation
• The role of model validation for assessing the size of the unmodeled dynamics
• A Kiefer-Wolfowitz algorithm with randomized differences
• Linear Regression and Filtering Under Nonstandard Assumptions (Arbitrary Noise)
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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

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