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Multidimensional stochastic approximation - MaRDI portal

Multidimensional stochastic approximation (Q5176915)

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scientific article; zbMATH DE number 6411483
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English
Multidimensional stochastic approximation
scientific article; zbMATH DE number 6411483

    Statements

    title
    Multidimensional stochastic approximation (English)
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    author
    Mark N. Broadie
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    Deniz M. Cicek
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    Assaf J. Zeevi
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    publication date
    5 March 2015
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    zbMATH Keywords
    Kiefer-Wolfowitz
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    Robbins-Monro
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    stochastic approximations
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    adaptive algorithms
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    numerical examples
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    simultaneous perturbations stochastic approximation
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    cites work
    Q4421713
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    Identifiers

    DOI
    10.1145/2553085
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    Mathematics Subject Classification ID
    90C15
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    62L20
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    68W25
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    90C59
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    zbMATH DE Number
    6411483
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    OpenAlex ID
    W2057226027
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