Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem
Abstract
The stochastic root-finding problem (SRFP) is that of solving a nonlinear system of equations using only a simulation that provides estimates of the functions at requested points. Equivalently, SRFPs seek locations where an unknown vector function attains a given target using only a simulation capable of providing estimates of the function. SRFPs find application in a wide variety of physical settings.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Mar 01, 2009
- Source ID
- 10.1145/1502787.1502788
Entities
People
- Bruce W. Schmeiser
- Raghu Pasupathy
Organizations
- Office of Naval Research
- Purdue University
- Virginia Tech