.png){kind=icon}
Return
A Kiefer-Wolfowitz algorithm with randomized differences
.png){kind=icon}
OA
AI
DOI：10.1109/9.751340.png)
.png){kind=icon}
.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
A Kiefer-Wolfowitz or simultaneous perturbation algorithm that uses either one-sided or two-sided randomized differences and truncations at randomly varying bounds is given in this paper. At each iteration of the algorithm only two observations are required in contrast to 2l observations, where l is the dimension, in the classical algorithm, The algorithm given here is shown to he convergent under only some mild conditions. A rate of convergence and an asymptotic normality of the algorithm are also established.
Keywords:
Kiefer-Wolfowitz algorithm
perturbation algorithm
simultaneous stochastic approximation
stochastic approximation with randomized differences
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
7
Papers:
1.3W
Citations:
6.7W
Organization
No organization information available
Cited Papers
ShareSaveShareSaveShareSaveReaction of 2-hydrazino-3-methylquinoxaline with aryl-1,3-diketones: A structural reinvestigation.png)
Arkivoc
OAAI
ArkivocIF0
OAAIShareSaveShareSave no more
no more