The integral risk-optimal Kiefer-Wolfowitz procedure
B.A. Besedin
Omsk
Pages: 79-85 Subsection: METHODS FOR IMAGE AND SIGNAL PROCESSING
Abstract
The Kiefer-Wolfowitz procedure of searching for the continuous convex function extreme is found by solving the problem of stochastic optimal control with experiments under continuous measurements with additive errors. Analytical solution properties are determined.
