Convergence and error bounds for passive stochastic algorithms using vanishing step size
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Publication:1917662
DOI10.1006/JMAA.1996.0217zbMATH Open0849.62045OpenAlexW2063830501MaRDI QIDQ1917662
Publication date: 27 October 1996
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.1996.0217
asymptotic propertiesdecreasing step sizedecreasing window widthpassive stochastic approximation algorithmsperturbed Lyapunov function methodsupper bounds of estimation errors
Related Items (2)
Passive stochastic approximation ⋮ Passive stochastic approximation with averaging along trajectories
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