On the Convergence, Lock-In Probability, and Sample Complexity of Stochastic Approximation

DOI10.1137/090769363zbMath1208.62128arXiv1007.4684OpenAlexW2065415748MaRDI QIDQ3083260

Sameer Kamal

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4684

zbMATH Keywords

almost sure convergencetightness of iterates

Mathematics Subject Classification ID

Stochastic approximation (62L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, stochastic differential equations (65C99)

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