A Concentration Bound for Stochastic Approximation via Alekseev’s Formula (Q5113889)

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scientific article; zbMATH DE number 7213001
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A Concentration Bound for Stochastic Approximation via Alekseev’s Formula
scientific article; zbMATH DE number 7213001

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    A Concentration Bound for Stochastic Approximation via Alekseev’s Formula (English)
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    18 June 2020
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    stochastic approximation
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    concentration bound
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    Alekseev's formula
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    perturbed ODE
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    sum of martingale-differences
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    concentration inequality
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    locally asymptotically stable equilibrium (LASE)
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