On Dvoretzky Stochastic Approximation Theorems
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Cited in
(15)- Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
- Convergence of iterative processes in nonlinear optimization
- State estimation scheme for nonlinear dynamical systems based on the stochastic approximation
- Martingales and the Robbins-Monro procedure in \(D[0,1]\)
- Strong representation of an adaptive stochastic approximation procedure
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Stochastic approximation from ergodic sample for linear regression
- scientific article; zbMATH DE number 3509632 (Why is no real title available?)
- An invariance principle for the Robbins-Monro process in a Hilbert space
- scientific article; zbMATH DE number 3550576 (Why is no real title available?)
- Applied stochastic approximation algorithms in Hilbert space
- scientific article; zbMATH DE number 3619205 (Why is no real title available?)
- On stochastic observability of non-linear discrete-time dynamical systems
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- A limit theorem for the Robbins-Monro approximation
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