Stochastic Optimization, Stochastic Approximation and Simulated Annealing

The sections in this article are 1 Robbins–Monro Stochastic Approximation 2 Stochastic Approximation with Gradient Approximations Based on Function Measurements 3 Simultaneous Perturbation Stochastic Approximation 4 Simulated Annealing 5 Concluding Remarks 6 Acknowledgements

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