On Upper Functions for Stochastic Approximation Procedures

DOI10.1137/1128079zbMATH Open0558.62074OpenAlexW2057863467MaRDI QIDQ3223744FDOQ3223744

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

This page was built for publication: On Upper Functions for Stochastic Approximation Procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3223744)