CONTENTS1. Intuitive background. Statement of the problem...................................................................... 52. General structure of global stochastic approximation processes............................................... 73. The fundamental theorem on convergence in distribution............................................................ 104. Absolute continuity of the limit distribution 4.1. Introductory remarks............................................................................................................. 13 4.2. General case......................................................................................................................... 13 4.3. Uniform experimental design............................................................................................. 14 4.4. Improvement by a randomization....................................................................................... 16 4.5. Problem of optimal experimental design......................................................................... 195. Almost sure convergence to global maximum................................................................................ 216. A Monte Carlo method.......................................................................................................................... 24References................................................................................................................................................. 26
@book{bwmeta1.element.zamlynska-e1715519-17d6-408b-bb56-642fb8d315b4,
author = {Ryszard Zieli\'nski},
title = {Global stochastic approximation},
series = {GDML\_Books},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
address = {Warszawa},
year = {1977},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-e1715519-17d6-408b-bb56-642fb8d315b4}
}
Ryszard Zieliński. Global stochastic approximation. GDML_Books (1977), http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-e1715519-17d6-408b-bb56-642fb8d315b4/