Stochastic optimization algorithms with Markov noise in gradient measurements
type: Item
instance of: scholarly article
title: Stochastic optimization algorithms with Markov noise in gradient measurements
zbMATH Open document ID: 0457.90060
author: S. V. Shil'man
author: Alexander Yastrebov
published in: Automation and Remote Control
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 3717137
zbMATH Keywords: stochastic optimization algorithms
zbMATH Keywords: Markov noise
zbMATH Keywords: gradient measurements
zbMATH Keywords: dependent additive errors
zbMATH Keywords: nonstationary random sequences
zbMATH Keywords: random disturbances
zbMATH Keywords: gradient algorithms
zbMATH Keywords: asymptotic estimates for convergence rate
zbMATH Keywords: minimization of a quadratic function
zbMATH Keywords: convergence conditions
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3717137