Randomized-direction stochastic approximation algorithms using deterministic sequences

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2002, Pages 285-291

  Xiong, Xiaoping ^a   Wang, I Jeng ^b   Fu, Michael C ^a  

^a UNIVERSITY OF MARYLAND   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; COSTS; ITERATIVE METHODS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; THEOREM PROVING;

ASYMPTOTIC NORMALITY;

COMPUTER AIDED ANALYSIS;

EID: 0036932469     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)

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