Simultaneous perturbation stochastic approximation of nonsmooth functions (Q877602)
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scientific article; zbMATH DE number 5148804
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous perturbation stochastic approximation of nonsmooth functions |
scientific article; zbMATH DE number 5148804 |
Statements
Simultaneous perturbation stochastic approximation of nonsmooth functions (English)
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3 May 2007
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simultaneous perturbation
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stochastic approximation
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Lipschitz function
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stochastic gradient
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Monte-Carlo method
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