Stochastic optimization algorithms with Markov noise in gradient measurements (Q1151338)

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Stochastic optimization algorithms with Markov noise in gradient measurements
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    Stochastic optimization algorithms with Markov noise in gradient measurements (English)
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    1980
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    stochastic optimization algorithms
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    Markov noise
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    gradient measurements
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    dependent additive errors
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    nonstationary random sequences
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    random disturbances
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    gradient algorithms
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    asymptotic estimates for convergence rate
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    minimization of a quadratic function
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    convergence conditions
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