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The most fundamental problem encountered in the field of stochastic optimization and control, is the Stochastic Root Finding (SRF) problem where the task is to locate (or in the context of control, to move towards), an unknown point x* for which g(x*)=0 for a given function g that can only be observed in the presence of noise. The vast majority of the state-of-the-art solutions to the SRF problem...
The most fundamental problem encountered in the field of stochastic optimization, is the Stochastic Root Finding (SRF) problem where the task is to locate an unknown point x* for which g(x*) = 0 for a given function g that can only be observed in the presence of noise [13]. The vast majority of the state-of-the-art solutions to the SRF problem involve the theory of stochastic approximation. The premise...
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