Stochastic optimization algorithms with Markov noise in gradient measurements (Q1151338)

From MaRDI portal





scientific article; zbMATH DE number 3717137
Language Label Description Also known as
English
Stochastic optimization algorithms with Markov noise in gradient measurements
scientific article; zbMATH DE number 3717137

    Statements

    Stochastic optimization algorithms with Markov noise in gradient measurements (English)
    0 references
    0 references
    0 references
    1980
    0 references
    stochastic optimization algorithms
    0 references
    Markov noise
    0 references
    gradient measurements
    0 references
    dependent additive errors
    0 references
    nonstationary random sequences
    0 references
    random disturbances
    0 references
    gradient algorithms
    0 references
    asymptotic estimates for convergence rate
    0 references
    minimization of a quadratic function
    0 references
    convergence conditions
    0 references

    Identifiers