Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
From MaRDI portal
Publication:1103307
DOI10.1007/BF01046934zbMath0645.62087MaRDI QIDQ1103307
Publication date: 1988
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Hilbert spacesrecursive methodoptimal stochastic controlconvergence theoremKiefer-Wolfowitz stochastic approximation proceduremethod of random directionsminimizing noisy functionalspseudo-extrema
Related Items (8)
Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces ⋮ On h–valued stochastic approximation: finite dimenstional projections ⋮ Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion ⋮ A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations ⋮ Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space ⋮ Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces ⋮ Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces ⋮ A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
- Stochastic approximation methods for constrained and unconstrained systems
- Martingales and the Robbins-Monro procedure in \(D[0,1\)]
- On a Stochastic Approximation Theorem in a Hilbert Space and Its Applications
- On Dvoretzky Stochastic Approximation Theorems
- Stochastic Estimation of the Maximum of a Regression Function
- A Stochastic Approximation Method
This page was built for publication: Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
