On Upper Functions for Stochastic Approximation Procedures

DOI10.1137/1128079zbMath0558.62074OpenAlexW2057863467MaRDI QIDQ3223744

Alexander Korostelev

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128079

zbMATH Keywords

upper functionsRobbins-Monro processlarge deviations for Markov processesassumption of finiteness of moment generating function

Mathematics Subject Classification ID

Stochastic approximation (62L20) Large deviations (60F10)

Related Items (4)

Asymptotic behavior of constrained stochastic approximations via the theory of large deviations ⋮ Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions ⋮ Exact bounds for the rate of convergence in general stochastic approximation procedures ⋮ A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.

This page was built for publication: On Upper Functions for Stochastic Approximation Procedures