Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms

DOI10.1137/S0363012998308169zbMath1015.60028MaRDI QIDQ4507444

Mariane Pelletier

Publication date: 18 October 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic approximation; asymptotic efficiency; zeros of a function; averaged algorithm

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60F15: Strong limit theorems

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