Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
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Publication:1296615
DOI10.1214/aoap/1027961032zbMath0965.62065OpenAlexW2029966711MaRDI QIDQ1296615
Publication date: 31 July 2001
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1027961032
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20)
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