Adaptive stochastic approximation by the simultaneous perturbation method
نویسندگان
چکیده
منابع مشابه
Adaptive stochastic approximation by the simultaneous perturbation method
Stochastic approximation (SA) has long been applied for problems of minimizing loss functions or root finding with noisy input information. As with all stochastic search algorithms, there are adjustable algorithm coefficients that must be specified, and that can have a profound effect on algorithm performance. It is known that choosing these coefficients according to an SA analog of the determi...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2000
ISSN: 0018-9286
DOI: 10.1109/tac.2000.880982