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Almost sure convergence of stochastic approximation algorithms with non-additive noise - MaRDI portal

Almost sure convergence of stochastic approximation algorithms with non-additive noise

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Publication:4732000

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DOI10.1080/00207178908961319zbMath0682.62053OpenAlexW4236181678MaRDI QIDQ4732000

Yunmin Zhu, G. George Yin

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961319

zbMATH Keywords

strong convergence projection algorithms randomly varying truncations non-additive noise

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (1)

Stochastic gradient algorithm with random truncations

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