Stochastic gradient processes: A survey of convergence theory using Lyapunov second method

DOI10.1007/BF02366794zbMATH Open0838.93079MaRDI QIDQ1907772FDOQ1907772

Authors: A. N. Nakonechnyi 

Publication date: 27 March 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic programming (90C15)

Cites Work

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Cited In (4)

• Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
• Optimization methods for compound Poisson risk processes
• Optimization of risk processes
• Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory

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