General bounds and finite-time improvement for the kiefer-wolfowitz stochastic approximation algorithm

Operations Research

Volumn 59, Issue 5, 2011, Pages 1211-1224

  Broadie, Mark ^a   Cicek, Deniz ^a   Zeevi, Assaf ^a  

^a Columbia University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE VERSIONS; ALGORITHM PERFORMANCE; CONVERGENCE PROPERTIES; GENERAL UPPER BOUND; MEAN SQUARED ERROR; MEAN-SQUARED ERRORS; NOISE LEVELS; NUMERICAL RESULTS; OPTIMAL CHOICE; REGRESSION FUNCTION; STOCHASTIC APPROXIMATION ALGORITHMS; STOCHASTIC APPROXIMATIONS; STOCHASTIC ESTIMATION; STOCHASTIC OPTIMIZATIONS; SUBJECT CLASSIFICATION;

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION; STOCHASTIC SYSTEMS;

APPROXIMATION ALGORITHMS;

EID: 81455141800     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1110.0970     Document Type: Article

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