On the Convergence of Gradient-Like Flows with Noisy Gradient Input
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Publication:4602552
DOI10.1137/16M1105682zbMath1387.90187arXiv1611.06730OpenAlexW2952232129WikidataQ60142042 ScholiaQ60142042MaRDI QIDQ4602552
Mathias Staudigl, Panayotis Mertikopoulos
Publication date: 31 January 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06730
Convex programming (90C25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic programming (90C15)
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