Analysis of practical step size selection in stochastic approximation algorithms
From MaRDI portal
(Redirected from Publication:492853)
Recommendations
- A stochastic approximation algorithm with step-size adaptation
- Optimal step sizes in semi-stochastic approximation procedures. I
- New stochastic approximation algorithms with adaptive step sizes
- A stochastic approximation algorithm with multiplicative step size modification
- Optimal step sizes in semi-stochastic approximation procedures. II
- Rates of convergence of adaptive step-size of stochastic approximation algorithms
- scientific article; zbMATH DE number 962459
- A New Optimal Stepsize for Approximate Dynamic Programming
- On the steplength selection in stochastic gradient methods
- Stabilization of stochastic approximation by step size adaptation
Cites work
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- Cyclic seesaw process for optimization and identification
- Introduction to Stochastic Search and Optimization
- Matrix Analysis
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Optimization via simulation: A review
- Simulation and the Monte Carlo Method
- Simulation-based optimization of process control policies for inventory management in supply chains
Cited in
(4)
This page was built for publication: Analysis of practical step size selection in stochastic approximation algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q492853)