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Accelerated Stochastic Approximation - MaRDI portal

Accelerated Stochastic Approximation (Q4277517)

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scientific article; zbMATH DE number 495757
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English
Accelerated Stochastic Approximation
scientific article; zbMATH DE number 495757

    Statements

    title
    Accelerated Stochastic Approximation (English)
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    author
    Bernard Delyon
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    Anatoli B. Juditsky
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    publication date
    30 November 1994
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    zbMATH Keywords
    accelerated algorithms
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    Robbins-Monro stochastic approximation algorithms
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    multidimensional case
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    convergence with probability one
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    asymptotic normality
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    Ruppert-Polyak algorithm
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    averaging of trajectories
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    numerical simulations
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    Identifiers

    DOI
    10.1137/0803045
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    zbMATH DE Number
    495757
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    OpenAlex ID
    W2065450730
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