Generalized stochastic gradient learning

DOI10.1111/J.1468-2354.2009.00578.XMaRDI QIDQ6863464zbMATH OpenFDO

Authors George W. Evans, Seppo Honkapohja, Noah Williams

Publication date 4 February 2026

Published in International Economic Review (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20) Rationality and learning in game theory (91A26)

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