Rate of Convergence for Constrained Stochastic Approximation Algorithms

DOI10.1137/S0363012999361639zbMath1011.62082OpenAlexW2082302101MaRDI QIDQ4537775

Harold J. Kushner, Robert T. Buche

Publication date: 23 June 2002

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

Full work available at URL: https://doi.org/10.1137/s0363012999361639

zbMATH Keywords

rate of convergenceweak convergenceconstrained stochastic approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Optimal stochastic control (93E20) Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Functional limit theorems; invariance principles (60F17)

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