Convergence of Recursive Stochastic Algorithms using Wasserstein Divergence

DOI10.1137/21M1389808zbMath1533.62058arXiv2003.11403MaRDI QIDQ6337408

William B. Haskell, Abhishek Gupta

Publication date: 25 March 2020

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Discrete-time Markov processes on general state spaces (60J05) Learning and adaptive systems in artificial intelligence (68T05) Stochastic approximation (62L20)

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