Simultaneous perturbation stochastic aproximation for Lipshitz functions

Vaida Bartkutė; Leonidas  Sakalauskas

doi:10.15388/LMR.2004.32202

Articles

Vaida Bartkutė

Institute of Mathematics and Informatics

Leonidas Sakalauskas

Institute of Mathematics and Informatics

Published 2004-12-17

https://doi.org/10.15388/LMR.2004.32202

PDF

Keywords

stochastic approximation
Lipshitz function
differential

How to Cite

Bartkutė, V. and Sakalauskas, L. (2004) “Simultaneous perturbation stochastic aproximation for Lipshitz functions”, Lietuvos matematikos rinkinys, 44(spec.), pp. 603–608. doi:10.15388/LMR.2004.32202.

Download Citation

Abstract

The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions.

PDF

This work is licensed under a Creative Commons Attribution 4.0 International License.

Downloads

Download data is not yet available.

Most read articles by the same author(s)

Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas, Empirical study of relation measures of stable distributed stock returns , Lietuvos matematikos rinkinys: Vol. 48 (2008)
Gintautas Jakimauskas, Leonidas Sakalauskas, Empirical Bayesian regression model for estimation of small rates , Lietuvos matematikos rinkinys: Vol. 53 (2012): Ser. A
Leonidas Sakalauskas, Ingrida Vaičiulytė, An algorithm for the assessment of several small rates , Lietuvos matematikos rinkinys: Vol. 53 (2012): Ser. B
Leonidas Sakalauskas, Kęstutis Žilinskas , Epsilon-projection method for two-stage SLP , Lietuvos matematikos rinkinys: Vol. 48 (2008)
Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas, Analysis of passivity problems in the baltic equity market , Lietuvos matematikos rinkinys: Vol. 46 (2006)
Gražvydas Felinskas, Leonidas Sakalauskas, Parrett's type models in simulated annealing algorithms , Lietuvos matematikos rinkinys: Vol. 43 (2003)