Asymptotic Behavior of a Markovian Stochastic Algorithm with Constant Step (Q4699132)

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scientific article; zbMATH DE number 1367179
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Asymptotic Behavior of a Markovian Stochastic Algorithm with Constant Step
scientific article; zbMATH DE number 1367179

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    Asymptotic Behavior of a Markovian Stochastic Algorithm with Constant Step (English)
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    23 November 1999
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    stochastic algorithm
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    stationary distribution
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    Markov chain
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    gradient descent
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    saddle point
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