Asymptotic properties of some stochastic approximation methods

DOI10.1007/BF01071227MaRDI QIDQ3908353zbMATH OpenOpenAlexFDO

Authors Yu. M. Kaniovskij, Pavel S. Knopov

Publication date 1979

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01071227

zbMATH Keywords

asymptotic distributionconvergence to diffusion processesdependent observationsgradient methodminimizing convex functions

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) General nonlinear regression (62J02) Stochastic approximation (62L20)

This page was built for publication: Asymptotic properties of some stochastic approximation methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3908353)