Simultaneous perturbation stochastic aproximation for Lipshitz functions

Simultaneous perturbation stochastic aproximation for Lipshitz functions

The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions.

Bibliographic Details
Main Authors: Vaida Bartkutė, Leonidas Sakalauskas
Format: Article
Language:English
Published: Vilnius University Press 2004-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
stochastic approximation
Lipshitz function
differential
Online Access:https://www.journals.vu.lt/LMR/article/view/32202

Internet

https://www.journals.vu.lt/LMR/article/view/32202

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