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Stochastic Approximation

A method of stochastic optimization including techniques such as gradient search or Robbins-Monro stochastic approximation.

See also

Robbins-Monro Stochastic Approximation, Stochastic Optimization

Cite this as:

Weisstein, Eric W. "Stochastic Approximation." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/StochasticApproximation.html