A Generalization of the Averaging Procedure: The Use of Two-Time-Scale Algorithms

DOI10.1137/080718395zbMath1270.62116OpenAlexW2069927260MaRDI QIDQ3097554

Mariane Pelletier, Abdelkader Mokkadem

Publication date: 10 November 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080718395

zbMATH Keywords

averaging principlestochastic approximation algorithmweak convergence rate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

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