Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes (Q3138082)

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Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
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    Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes (English)
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    9 December 1993
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    optimal rate of convergence
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    average sequence
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    minimal asymptotic variance
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