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Stochastic analog of Newton's method - MaRDI portal

Stochastic analog of Newton's method

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Publication:1051401

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zbMath0514.65046MaRDI QIDQ1051401

D. V. Surnachev

Publication date: 1982

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimization Newton method optimal solution convergence conditions deterministic case

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

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