Open AccessSTOCHASTIC APPROXIMATIONS AND APPLICATIONS
Author(s) -
Thu Van Nguyen,
Bac Van Hoang
Publication year - 2010
Publication title -
science and technology development journal
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.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom