Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems

DOI10.1287/stsy.2019.0043zbMath1453.90108OpenAlexW2973323768MaRDI QIDQ5113905

Uday V. Shanbhag, Jinlong Lei, Afrooz Jalilzadeh

Publication date: 18 June 2020

Published in: Stochastic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/stsy.2019.0043

zbMATH Keywords

stochastic optimizationstochastic approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic programming (90C15)

Related Items (1)

Introduction to the Applied Probability Society’s “Open Problems in Applied Probability” Session at the INFORMS Annual Meeting, Phoenix, Arizona, November 4–7, 2018

Uses Software

• ASTRO-DF

Cites Work

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• Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
• The fundamental limit theorems in probability
• Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization

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