A Kiefer-Wolfowitz algorithm with randomized differences
文献类型：期刊论文
| 作者 | Chen, HF; Duncan, TE; Pasik-Duncan, B |
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 1999-03-01 |
| 卷号 | 44期号:3页码:442-453 |
| 关键词 | Kiefer-Wolfowitz algorithm perturbation algorithm simultaneous stochastic approximation stochastic approximation with randomized differences |
| ISSN号 | 0018-9286 |
| 英文摘要 | A Kiefer-Wolfowitz or simultaneous perturbation algorithm that uses either one-sided or two-sided randomized differences and truncations at randomly varying bounds is given in this paper. At each iteration of the algorithm only two observations are required in contrast to 2l observations, where l is the dimension, in the classical algorithm, The algorithm given here is shown to he convergent under only some mild conditions. A rate of convergence and an asymptotic normality of the algorithm are also established. |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000079081600003 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14459]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Chen, HF |
| 作者单位 | 1.Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China 2.Univ Kansas, Dept Math, Lawrence, KS 66045 USA |
| 推荐引用方式 GB/T 7714 | Chen, HF,Duncan, TE,Pasik-Duncan, B. A Kiefer-Wolfowitz algorithm with randomized differences[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1999,44(3):442-453. |
| APA | Chen, HF,Duncan, TE,&Pasik-Duncan, B.(1999).A Kiefer-Wolfowitz algorithm with randomized differences.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,44(3),442-453. |
| MLA | Chen, HF,et al."A Kiefer-Wolfowitz algorithm with randomized differences".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 44.3(1999):442-453. |
入库方式： OAI收割
来源：数学与系统科学研究院
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