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