Global stochastic approximation

Ryszard Zieliński

  • Publisher: Instytut Matematyczny Polskiej Akademi Nauk(Warszawa), 1977

Abstract

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CONTENTS1. Intuitive background. Statement of the problem...................................................................... 52. General structure of global stochastic approximation processes............................................... 73. The fundamental theorem on convergence in distribution............................................................ 104. Absolute continuity of the limit distribution 4.1. Introductory remarks............................................................................................................. 13 4.2. General case......................................................................................................................... 13 4.3. Uniform experimental design............................................................................................. 14 4.4. Improvement by a randomization....................................................................................... 16 4.5. Problem of optimal experimental design......................................................................... 195. Almost sure convergence to global maximum................................................................................ 216. A Monte Carlo method.......................................................................................................................... 24References................................................................................................................................................. 26

How to cite

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Ryszard Zieliński. Global stochastic approximation. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1977. <http://eudml.org/doc/268387>.

@book{RyszardZieliński1977,
abstract = {CONTENTS1. Intuitive background. Statement of the problem...................................................................... 52. General structure of global stochastic approximation processes............................................... 73. The fundamental theorem on convergence in distribution............................................................ 104. Absolute continuity of the limit distribution 4.1. Introductory remarks............................................................................................................. 13 4.2. General case......................................................................................................................... 13 4.3. Uniform experimental design............................................................................................. 14 4.4. Improvement by a randomization....................................................................................... 16 4.5. Problem of optimal experimental design......................................................................... 195. Almost sure convergence to global maximum................................................................................ 216. A Monte Carlo method.......................................................................................................................... 24References................................................................................................................................................. 26},
author = {Ryszard Zieliński},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Global stochastic approximation},
url = {http://eudml.org/doc/268387},
year = {1977},
}

TY - BOOK
AU - Ryszard Zieliński
TI - Global stochastic approximation
PY - 1977
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTS1. Intuitive background. Statement of the problem...................................................................... 52. General structure of global stochastic approximation processes............................................... 73. The fundamental theorem on convergence in distribution............................................................ 104. Absolute continuity of the limit distribution 4.1. Introductory remarks............................................................................................................. 13 4.2. General case......................................................................................................................... 13 4.3. Uniform experimental design............................................................................................. 14 4.4. Improvement by a randomization....................................................................................... 16 4.5. Problem of optimal experimental design......................................................................... 195. Almost sure convergence to global maximum................................................................................ 216. A Monte Carlo method.......................................................................................................................... 24References................................................................................................................................................. 26
LA - eng
UR - http://eudml.org/doc/268387
ER -

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