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

DOI10.1016/0898-1221(94)90131-7zbMath0801.62072OpenAlexW2017333086MaRDI QIDQ1327192

V. Pereyra

Publication date: 18 July 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)90131-7

zbMATH Keywords

maximum likelihood estimatesKiefer-Wolfowitz procedureexamplesRobbins-Monro proceduregamma distributionsWeibull distributionsdeterministic problemsdynamic programming problemsmaxima of multidimensional functionssolutions of differential equationssolving algebraic equations of higher order

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites Work

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• Asymptotic Distribution of Stochastic Approximation Procedures
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• Multidimensional Stochastic Approximation Methods

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