How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths

DOI10.1007/s10107-007-0145-1zbMath1161.62047OpenAlexW1975973957MaRDI QIDQ1016349

C. Ion, G. George Yin, Vikram Krishnamurthy

Publication date: 5 May 2009

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0145-1

Mathematics Subject Classification ID

Related Items (3)

Unnamed Item ⋮ Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies ⋮ Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents

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