On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates (Q4238141)
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scientific article; zbMATH DE number 1275707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates |
scientific article; zbMATH DE number 1275707 |
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On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates (English)
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5 December 2000
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stochastic approximation
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Markov chains
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diffusion approximation
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Robbins-Monro algorithm
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dynamical system
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