Analysis of practical step size selection in stochastic approximation algorithms

DOI10.1007/s10479-015-1785-9zbMath1318.90054OpenAlexW2046927139MaRDI QIDQ492853

Qi Wang

Publication date: 21 August 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-015-1785-9

zbMATH Keywords

stochastic approximationrecursive estimationpractical gain sequences

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

• Cyclic seesaw process for optimization and identification
• Optimization via simulation: A review
• Simulation-based optimization of process control policies for inventory management in supply chains
• Matrix Analysis
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Introduction to Stochastic Search and Optimization
• Simulation and the Monte Carlo Method
• Unnamed Item

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