Open AccessSTOCHASTIC APPROXIMATIONS AND APPLICATIONS
Author(s) -
Thu Van Nguyen,
Bac Van Hoang
Publication year - 2010
Publication title -
khoa học công nghệ
Language(s) - English
Resource type - Journals
ISSN - 1859-0128
DOI - 10.32508/stdj.v13i3.2148
Subject(s) - approximations of π , stochastic approximation , computer science , mathematics , calculus (dental) , mathematical optimization , key (lock) , medicine , computer security , dentistry
The purpose of this note is to present introductory ideas of stochastic approximation problems which stand for important aspects of numerical analysis. In particular, we illustrate by considering the Robbins – Monro method.