A randomized stochastic optimization algorithm: its estimation accuracy

DOI10.1134/S0005117906040060zbMath1126.90393OpenAlexW2166775240MaRDI QIDQ2457537

S. S. Sysoev, Oleg N. Granichin, Alexander T. Vakhitov

Publication date: 23 October 2007

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117906040060

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Randomized algorithms (68W20)

Cites Work

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• A Kiefer-Wolfowitz algorithm with randomized differences
• Linear Regression and Filtering Under Nonstandard Assumptions (Arbitrary Noise)
• Stochastic Estimation of the Maximum of a Regression Function

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