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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1990 Volume 26, Issue 2, Pages 45–53 (Mi ppi605)

This article is cited in 9 papers

Methods of Signal Processing

Optimal Order of Accuracy of Search Algorithms in Stochastic Optimization

B. T. Polyak, A. B. Tsybakov


Abstract: A new optimum-seeking method is proposed and its asymptotic optimality is proved.

UDC: 621.394.74:519.27

Received: 01.07.1988


 English version:
Problems of Information Transmission, 1990, 26:2, 126–133

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© Steklov Math. Inst. of RAS, 2024