A Stochastic Approximation Algorithm with Varying Bounds.

Sigrún Andradóttir

Published in: Oper. Res. (1995)

Keyphrases

stochastic approximation
worst case
dynamic programming
theoretical guarantees
learning algorithm
computational complexity
objective function
particle swarm optimization
optimal solution
monte carlo
machine learning
decision trees
cost function
upper bound
linear programming
convergence rate