Accelerated Stochastic Approximation (Q4277517)
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scientific article; zbMATH DE number 495757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerated Stochastic Approximation |
scientific article; zbMATH DE number 495757 |
Statements
Accelerated Stochastic Approximation (English)
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30 November 1994
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accelerated algorithms
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Robbins-Monro stochastic approximation algorithms
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multidimensional case
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convergence with probability one
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asymptotic normality
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Ruppert-Polyak algorithm
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averaging of trajectories
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numerical simulations
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