Accelerated Stochastic Approximation (Q4277517)

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scientific article; zbMATH DE number 495757
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Accelerated Stochastic Approximation
scientific article; zbMATH DE number 495757

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    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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