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Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise - MaRDI portal

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Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise (Q6552611)

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scientific article; zbMATH DE number 7862401
Language Label Description Also known as
English
Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise
scientific article; zbMATH DE number 7862401

    Statements

    title
    Polyak's method based on the stochastic Lyapunov function for justifying the consistency of estimates produced by a stochastic approximation search algorithm under an unknown-but-bounded noise (English)
    0 references
    author
    Oleg N. Granichin
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    Yu. V. Ivanskii
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    K. D. Kopylova
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    publication date
    10 June 2024
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    zbMATH Keywords
    stochastic approximation search algorithm
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    unknown-but-bounded noise
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    approximation of gradient
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    smoothing kernels
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    gradient-free methods
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    methods with inexact oracle
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    Identifiers

    zbMATH DE Number
    7862401
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