Some convergence theorems for RM algorithm

DOI10.1016/J.SPL.2014.12.023MaRDI QIDQ2344867zbMATH OpenOpenAlexFDO

Authors Zhen Wang, Jianyong Mu, Yu Miao

Publication date 18 May 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.12.023

zbMATH Keywords

Robbins-Monro algorithmstochastic approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonconvex programming, global optimization (90C26)

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Cites work

• A Stochastic Approximation Method
• Accelerated Stochastic Approximation
• Accelerated Stochastic Approximation
• scientific article; zbMATH DE number 3553601 (Why is no real title available?)
• New stochastic approximation algorithms with adaptive step sizes

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