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Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents - MaRDI portal

Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents (Q2334631)

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Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
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    Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents (English)
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    7 November 2019
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    stochastic approximation
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    constant stepsize
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    non-asymptotic bound
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    Alekseev's formula
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    martingale concentration inequalities
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    perturbation analysis
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    non-stationary optimization
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