On Upper Functions for Stochastic Approximation Procedures

DOI10.1137/1128079MaRDI QIDQ3223744zbMATH OpenOpenAlexFDO

Authors Alexander Korostelev

Publication date 1984

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1128079

zbMATH Keywords

upper functionsRobbins-Monro processlarge deviations for Markov processesassumption of finiteness of moment generating function

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic approximation (62L20)

Cited in

(4)

• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
• Exact bounds for the rate of convergence in general stochastic approximation procedures
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

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