Title |
Vienalaikio trikdžio stochastinės aproksimacijos konvergavimas Lipšico funkcijų klasėje / |
Translation of Title |
Simultaneous perturbation stochastic approximation for Lipshitz functions. |
Authors |
Bartkutė, Vaida ; Sakalauskas, Leonidas |
DOI |
10.15388/LMR.2004.32202 |
Full Text |
|
Is Part of |
Lietuvos matematikos rinkinys. 2004, T. 44, spec, Nr, p. 603-608.. ISSN 0132-2818 |
Keywords [eng] |
Approximation, stochastic ; Function, Lipshitz ; Differential |
Abstract [eng] |
The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions. |
Type |
Journal article |
Language |
Lithuanian |
Publication date |
2004 |
CC license |
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