Solving deterministic problems by stochastic approximation

DOI10.1016/0022-247X(89)90311-9zbMath0677.65045MaRDI QIDQ1123542

S. H. Smith

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

iterationnumerical exampleszeros of polynomials

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Stochastic approximation (62L20) Numerical computation of solutions to single equations (65H05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Real polynomials: location of zeros (26C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method

Cites Work

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• Extensions of Kesten's adaptive stochastic approximation method
• Quasilinearization and invariant imbedding. With applications to chemical engineering and adaptive control
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• A Comparative Evaluation of Two Global Search Algorithms
• On the Stochastic Approximation Method of Robbins and Monro
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• A Note on the Robbins-Monro Stochastic Approximation Method
• Multidimensional Stochastic Approximation Methods
• On a Stochastic Approximation Method

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