Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

DOI10.1109/9.763206zbMath0984.62057OpenAlexW2108916630MaRDI QIDQ4506763

László Gerencsér

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.763206

zbMATH Keywords

maximal inequalitiesrecursive estimationlinear stochastic systemsL-mixing processeslimit theorem for moments

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic approximation (62L20)

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