Stochastic optimization with averaging of trajectories
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Publication:4018640
DOI10.1080/17442509208833769zbMath0765.93081MaRDI QIDQ4018640
Bernard Delyon, Anatoli B. Juditsky
Publication date: 16 January 1993
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833769
stochastic approximation algorithms; Polyak-Ruppert algorithm; recursive stochastic optimization procedure
93E20: Optimal stochastic control
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