Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (Q4565351)
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scientific article; zbMATH DE number 6886367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization |
scientific article; zbMATH DE number 6886367 |
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Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (English)
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12 June 2018
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adaptive stochastic approximation algorithm
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three-timescale
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Newton-type algorithms
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simulation optimization
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simultaneous perturbation stochastic approximation
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