Stochastic Approximations with Constant Step Size and Differential Inclusions.
Gregory RothWilliam H. SandholmPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- step size
- convergence rate
- cost function
- convergence speed
- evolutionary programming
- steepest descent method
- gradient method
- hessian matrix
- temporal difference
- stochastic gradient descent
- variable step size
- line search
- faster convergence
- monte carlo
- wavelet coefficients
- quantization step
- post processing
- objective function