Stochastic Minimization with Constant Step-Size: Asymptotic Laws
type: Item
instance of: scholarly article
title: Stochastic Minimization with Constant Step-Size: Asymptotic Laws
zbMATH Open document ID: 0594.90089
DOI: 10.1137/0324039
published in: SIAM Journal on Control and Optimization
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 3956842
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: constant step-size constant gain
zbMATH Keywords: constrained stochastic approximation process
zbMATH Keywords: stationary distribution
zbMATH Keywords: Markovian process
author: Georg Ch. Pflug
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/0324039
OpenAlex ID: W1991238514
description: scientific article