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
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
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