Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes

DOI10.1137/0331047zbMath0788.62078OpenAlexW2045702516MaRDI QIDQ3138082

Jichuan Yang, Harold J. Kushner

Publication date: 9 December 1993

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

Full work available at URL: https://doi.org/10.1137/0331047

zbMATH Keywords

optimal rate of convergenceminimal asymptotic varianceaverage sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Stochastic approximation (62L20)

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