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- W1580346506 abstract "It is proved that the sequence of recursive estimators for function minimization generated by Spall's method (cf. [7]) combined with a suitable restarting mechanism converges under certain conditions with rate O(n−β/2) with some β > 0, the best value being β = 2/3, where the rate is measured by the L q -norm of the estimation error for any I ≤ q < ∞. Using a higher order approximation scheme for the derivative, β can be made arbitrarily close to 1/2. The method has potential applications in direct stochastic adaptive control." @default.
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- W1580346506 date "1997-01-01" @default.
- W1580346506 modified "2023-09-25" @default.
- W1580346506 title "Rate of Convergence of Moments of Spall’s SPSA Method" @default.
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- W1580346506 doi "https://doi.org/10.1007/978-1-4612-1980-4_7" @default.
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