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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms - MaRDI portal

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms (Q862224)

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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
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    Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms (English)
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    5 February 2007
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    two-time-scales
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    averaging principle
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