Stochastic Approximation

被引：1
作者：
Borkar, Vivek S. [1 ]
机构：
[1] Indian Inst Technol, Dept Elect Engn, Bombay 400076, Maharashtra, India
来源：
RESONANCE-JOURNAL OF SCIENCE EDUCATION | 2013年 / 18卷 / 12期
关键词：
Stochastic approximation; convergence analysis; adaptive algorithms;
D O I：
10.1007/s12045-013-0136-x
中图分类号：
G40 [教育学];
学科分类号：
040101 ; 120403 ;
摘要：
This is a brief overview of old and new developments in the theory and applications of stochastic approximation, an iterative scheme for statistical computation of certain kinds that has also found many engineering applications.
引用
收藏
页码：1086 / 1094
页数：9
相关论文
共 3 条
  • [1] Markov Chain Monte Carlo Methods, Series of Articles in Resonance, 8, (2003)
  • [2] Duflo M., Random Iterative Models, (1997)
  • [3] Spall J.C., Introduction to Stochastic Search and Optimization, (2003)
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