Efficiency of the stochastic approximation method

The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the type and the level of the corresponding noise...

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Detalles Bibliográficos
Autor principal: Japundžić Miloš
Formato: Artículo
Lenguaje:English
Publicado: University of Belgrade 2012-01-01
Colección:Yugoslav Journal of Operations Research
Materias:
Acceso en línea:http://www.doiserbia.nb.rs/img/doi/0354-0243/2012/0354-02431100003J.pdf