Weighted means in stochastic approximation of minima

SIAM Journal on Control and Optimization

Volumn 35, Issue 5, 1997, Pages 1811-1827

  Dippon, J ^a   Renz, J ^b  

^a UNIVERSITY OF STUTTGART   (Germany)

^b Landesgirokasse   (Germany)

Author keywords

Acceleration by weighted averaging; Consistency; Gradient estimation; Kiefer Wolfowitz procedure; Optimization; Stochastic approximation; Weak invariance principle

Indexed keywords

ADAPTIVE ALGORITHMS; APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; OPTIMIZATION; PARAMETER ESTIMATION; RANDOM PROCESSES;

ASYMPTOTIC MEAN SQUARED ERROR; NEWTON TYPE ADAPTIVE ALGORITHM;

CONTROL SYSTEM ANALYSIS;

EID: 0031233853     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995283789     Document Type: Article

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