Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting (Q4506763)

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scientific article; zbMATH DE number 1518272
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Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting
scientific article; zbMATH DE number 1518272

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    Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting (English)
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    17 October 2000
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    L-mixing processes
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    limit theorem for moments
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    linear stochastic systems
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    maximal inequalities
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    recursive estimation
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