General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms

DOI10.1016/0041-5553(85)90099-0zbMath0591.65099OpenAlexW2049374338MaRDI QIDQ3719782

S. V. Shil'man, Ya. I. Al'ber

Publication date: 1985

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(85)90099-0

zbMATH Keywords

iterative algorithmstochastic algorithmRobbins-Monroe procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

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