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Stochastic Minimization with Constant Step-Size: Asymptotic Laws - MaRDI portal

Stochastic Minimization with Constant Step-Size: Asymptotic Laws (Q3725895)

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Stochastic Minimization with Constant Step-Size: Asymptotic Laws
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    Stochastic Minimization with Constant Step-Size: Asymptotic Laws (English)
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    1986
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    asymptotic distribution
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    constant step-size constant gain
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    constrained stochastic approximation process
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    stationary distribution
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    Markovian process
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