The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...
Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a noncompact space. Our motivation is to apply this result to ...
Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...
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