Budget-Dependent Convergence Rate of Stochastic Approximation

DOI10.1137/S1052623495270723zbMath0911.60003MaRDI QIDQ4389189

Pierre L'Ecuyer, George Yin

Publication date: 12 May 1998

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

zbMATH Keywords

rate of convergencestochastic optimizationgradient estimatediscrete-event systemsstochastic approximationlimit theorems

Mathematics Subject Classification ID

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