Stochastic gradient processes: A survey of convergence theory using Lyapunov second method

DOI10.1007/BF02366794zbMath0838.93079MaRDI QIDQ1907772

A. N. Nakonechnyi

Publication date: 27 March 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic programming (90C15)

Related Items (4)

Optimization of risk processes ⋮ Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory ⋮ Optimization methods for compound Poisson risk processes ⋮ Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization

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• A Stochastic Approximation Method
• Multidimensional Stochastic Approximation Methods

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