General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type

DOI10.1007/s00211-019-01024-yzbMath1464.62366arXiv1506.05482OpenAlexW2914255806WikidataQ128443017 ScholiaQ128443017MaRDI QIDQ1740634

Thomas Müller-Gronbach, Steffen Dereich

Publication date: 2 May 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05482

zbMATH Keywords

stochastic approximationcalculation of the zero of a function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic approximation (62L20)

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