Książka - szczegóły

CONTENTS

1. Intuitive background. Statement of the problem...................................................................... 5
2. General structure of global stochastic approximation processes............................................... 7
3. The fundamental theorem on convergence in distribution............................................................ 10
4. 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......................................................................... 19
5. Almost sure convergence to global maximum................................................................................ 21
6. A Monte Carlo method.......................................................................................................................... 24
References................................................................................................................................................. 26