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