Nonasymptotic Bounds for Stochastic Optimization With Biased Noisy Gradient Oracles

DOI10.1109/TAC.2022.3159748arXiv2002.11440OpenAlexW3161862726MaRDI QIDQ6055254

Nirav Bhavsar, L. A. Prashanth

Publication date: 28 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.11440

zbMATH Keywords

Gaussian smoothingnonasymptotic boundsbiased gradient oraclesimultaneous perturbation (SP)zeroth-order stochastic optimization

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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