Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise

DOI10.1023/A:1022263014535zbMath1066.90072OpenAlexW1560937769MaRDI QIDQ1778842

Oleg N. Granichin

Publication date: 17 June 2005

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

Full work available at URL: https://doi.org/10.1023/a:1022263014535

Mathematics Subject Classification ID

Stochastic programming (90C15) Model systems in control theory (93C99)

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