On the Choice of Random Directions for Stochastic Approximation Algorithms

DOI10.1109/TAC.2005.864195MaRDI QIDQ5281787zbMATH OpenOpenAlexFDO

Authors James Theiler, Jarod Alper

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2005.864195

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Minimax procedures in statistical decision theory (62C20)

Cited in

(4)

• On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
• Random Directions Stochastic Approximation With Deterministic Perturbations
• scientific article; zbMATH DE number 2014390 (Why is no real title available?)
• Randomized algorithms for stochastic approximation under arbitrary disturbances

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