Accelerated convergence effect in stochastic programming algorithms with correlated noise

zbMath0604.90104MaRDI QIDQ1083367

O. Yu. Kul'chitskij

Publication date: 1986

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic convergencesum-difference inequalitycorrelated additive noiseRobbins-Monro mean-square algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15)

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