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A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm - MaRDI portal

A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm (Q2456019)

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A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
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    A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm (English)
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    17 October 2007
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    stochastic approximation algorithm
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    weak convergence rate
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    parametric rate
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    averaging principle
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