The stochastic root-finding problem: overview, solutions, and open questions

DOI10.1145/1921598.1921603MaRDI QIDQ4635179zbMATH OpenOpenAlexFDO

Authors Raghu Pasupathy, Sujin Kim

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1921598.1921603

zbMATH Keywords

stochastic approximationsample-average approximationstochastic root finding

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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