In this chapter, we review the Finite Difference Stochastic Approximation (FDSA) algorithm, also known as Kiefer-Wolfowitz (K-W) algorithm, and some of its variants for finding a local minimum of an objective function. The K-W scheme is a version of the Robbins-Monro stochastic approximation ...
Kiefer-Wolfowitz algorithm Kiefer-Wolfowitz method Kiefer-Wolfowitz procedure Kiefer-Wolfowitz process Kiefergelenkorthopädie Kieff Kieff Kieffer lime Kieft, Willem KIEJ Kiekie kiekies Kiekko-Vantaa Kiel Kiel Kiel Bay Kiel Canal Kiel Canal Kiel Canal Activity Group Kiel classification Kiel Ecosystem Rese...
Kiefer–Wolfowitz algorithmMinimizationOptimizationQuasi-associated random variables49M2580M5090C2760F15In this article, we study the algorithm of KieferWolfowitz underquasi-associated random errors. We establish the complete convergence and obtain an exponential bound. Additionally, we build a confidence ...
Chen, "A Kiefer-Wolfowitz algorithm based iterative learning control for Hammerstein-WIEner systems," Asian Journal of Control, vol. 14, no. 4, pp. 1070-1083, 2012.Dong Shen,Han-Fu Chen. A KIEFER-WOLFOWITZ ALGORITHM BASED ITERATIVE LEARNING CONTROL FOR HAMMERSTEIN-WIENER SYSTEMS[J].Asian ...
A Kiefer- Wolfowitz algorithm with randomized differences. IEEE Trans Automatic Control 1999; 44(3): 442-453.A Kiefer-Wolfowitz algorithm with randomized differences - Chen, Duncan, et al. - 1999Chen, H.F., Duncan, T.E., and Pasik-Duncan, B. (1999), A Kiefer-Wolfowitz algorithm with ...
We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the ...
(1999), A Kiefer-Wolfowitz algorithm with randomized differences, IEEE Trans. Automat. Control, 44, 442-453H.F. Chen, T.E. Duncan, B. Pasik-Duncan, A Kiefer-Wolfowitz algorithm with randomized differences, IEEE Transactions on Automatic Control 44 (1999) 442-453.H. Chen, T. Duncan, and...