A Kiefer-Wolfowitz algorithm with randomized differences
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Publication:4506696
DOI10.1109/9.751340zbMath1056.93622MaRDI QIDQ4506696
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Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1808/1300
60J05: Discrete-time Markov processes on general state spaces
93E10: Estimation and detection in stochastic control theory
62L20: Stochastic approximation
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