Stochastic optimization algorithms with Markov noise in gradient measurements

zbMath0457.90060MaRDI QIDQ1151338

S. V. Shil'man, Alexander Yastrebov

Publication date: 1980

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

gradient algorithmsconvergence conditionsrandom disturbancesstochastic optimization algorithmsMarkov noiseasymptotic estimates for convergence ratedependent additive errorsgradient measurementsminimization of a quadratic functionnonstationary random sequences

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

On the convergence of stochastic approximation procedures under Markov noise in the measurements

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