Convergence and optimality of realizable adaptation algorithms (information-theory approach)

zbMath0658.62094MaRDI QIDQ1111292

S. V. Shil'man, M. L. Vil'k

Publication date: 1985

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Lyapunov functionspeed of convergencea.s. convergencecentral limit lawconvergence to normal distributionrealizable versions of algorithmsrobust stochastic approximationrobust Tsypkin- Polyak stochastic optimization proceduresstochastic approximation of minima

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20)

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