On h–valued stochastic approximation: finite dimenstional projections

DOI10.1080/07362999208809275zbMath0762.60003OpenAlexW2028755277MaRDI QIDQ4013516

G. George Yin

Publication date: 27 September 1992

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809275

zbMATH Keywords

stochastic approximation algorithms

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

• Unnamed Item
• An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
• On H-valued Robbins-Monro processes
• Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
• Abstract stochastic approximations and applications
• Stochastic approximation methods for constrained and unconstrained systems
• Strong convergence of a stochastic approximation algorithm
• On a Stochastic Approximation Theorem in a Hilbert Space and Its Applications
• An invariance principle for the Robbins-Monro process in a Hilbert space

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