Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms (Q4840924)

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scientific article; zbMATH DE number 781048
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Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms
scientific article; zbMATH DE number 781048

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    Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms (English)
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    20 November 1995
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    smoothing
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    asymptotic optimality
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    averaging
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    correlated noise processes
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    Brownian motion
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