Acceleration of Stochastic Approximation by Averaging (Q4012456)

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Acceleration of Stochastic Approximation by Averaging
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    Acceleration of Stochastic Approximation by Averaging (English)
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    27 September 1992
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    new recursive algorithm
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    averaging of trajectories
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    asymptotic normality
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    almost sure convergence
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    highest possible rate of convergence
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    identification
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    nonlinear problem
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    stochastic optimization
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    estimation of the regression parameters
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