Acceleration of Stochastic Approximation by Averaging (Q4012456)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Acceleration of Stochastic Approximation by Averaging
scientific article

    Statements

    Acceleration of Stochastic Approximation by Averaging (English)
    0 references
    0 references
    27 September 1992
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    new recursive algorithm
    0 references
    averaging of trajectories
    0 references
    asymptotic normality
    0 references
    almost sure convergence
    0 references
    highest possible rate of convergence
    0 references
    identification
    0 references
    nonlinear problem
    0 references
    stochastic optimization
    0 references
    estimation of the regression parameters
    0 references
    0 references
    0 references
    0 references
    0 references