Efficiency of the stochastic approximation method

The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the type and the level of the corresponding noise...

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Bibliographic Details
Main Author: Japundžić Miloš
Format: Article
Language:English
Published: University of Belgrade 2012-01-01
Series:Yugoslav Journal of Operations Research
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/0354-0243/2012/0354-02431100003J.pdf