Browsing Mathematics and Physics by Author "Cruz, P."

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  • Plakhov, A. Y.; Cruz, P. (2004-03)
    We consider the following stochastic approximation algorithm of searching for the zero point x∗ of a function ϕ: xt+1 = xt − γtyt, yt = ϕ(xt) + ξt, where yt are observations of ϕ and ξt is the random noise. The step sizes ...

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