Analysis of practical step size selection in stochastic approximation algorithms
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Publication:492853
DOI10.1007/S10479-015-1785-9zbMATH Open1318.90054OpenAlexW2046927139MaRDI QIDQ492853FDOQ492853
Authors: Qi Wang 
Publication date: 21 August 2015
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1785-9
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Cites Work
- Matrix Analysis
- Title not available (Why is that?)
- Introduction to Stochastic Search and Optimization
- Simulation and the Monte Carlo Method
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Simulation-based optimization of process control policies for inventory management in supply chains
- Optimization via simulation: A review
- Cyclic seesaw process for optimization and identification
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