Convergence of the Robbins-Monro method for linear problems in a Banach space

DOI10.1016/0022-247X(89)90235-7zbMath0683.62041OpenAlexW2079867248MaRDI QIDQ1824970

László Zsidó, Harro Walk

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(89)90235-7

zbMATH Keywords

Banach spacealmost sure convergencerecursive formulabounded linear operatoriterative solutionRobbins-Monro method

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (11)

On the asymptotic behaviour of linear learning processes with partial forgetting ⋮ An almost sure invariance principle for stochastic approximation procedures in linear filtering theory ⋮ Weighted averaging and stochastic approximation ⋮ Recursive estimation: asymptotic confidence regions by empirical quantiles ⋮ Stochastic fictitious play with continuous action sets ⋮ ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING ⋮ The averaged Robbins-Monro method for linear problems in a Banach space ⋮ Exact bounds for the rate of convergence in general stochastic approximation procedures ⋮ Rate of convergence of stochastic approximation procedures in a Banach space ⋮ Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms ⋮ Distribution-free robust linear regression

Cites Work

• Matrixtransformationen von Folgenräumen. Eine Ergebnisübersicht
• Spectral and ergodic properties of the analytic generators
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• Convergence of an adaptive linear estimation algorithm
• Analysis of stochastic gradient algorithms for linear regression problems
• Stochastic approximation from ergodic sample for linear regression
• Lernprozesse mit zeitabhängigen Wahrscheinlichkeiten
• The Norm of a Hermitian Element in a Banach Algebra
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence of the Robbins-Monro method for linear problems in a Banach space