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.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2004-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/32202 |
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