Stochastic approximation in finite samples using surrogate processes

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2004, Pages 4157-5162

  Hutchison, David W ^a   Spall, James C ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; ITERATIVE METHODS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; VECTORS;

AYSMPTOTIC DISTRIBUTION; COVARIANCE MATRICES; SPALL'S FORMULATIONS; STOCHASTIC ALGORITHMS;

RANDOM PROCESSES;

EID: 14244267110     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/cdc.2004.1429404     Document Type: Conference Paper

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