Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms

DOI10.1080/17442509408833881zbMath0824.62080OpenAlexW2073278595MaRDI QIDQ4840924

K. Yin, G. George Yin

Publication date: 20 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833881

zbMATH Keywords

smoothingBrownian motionaveragingasymptotic optimalitycorrelated noise processes

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Weighted averaging and stochastic approximation ⋮ Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging ⋮ Sufficient and necessary condition for the convergence of stochastic approximation algorithms ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ On a stochastic approximation procedure based on averaging ⋮ A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications

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