The Robbins-Monro type stochastic differential equations. III. Polyak's averaging
From MaRDI portal
Publication:3585328
DOI10.1080/17442500903242815zbMath1328.62501MaRDI QIDQ3585328
No author found.
Publication date: 19 August 2010
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500903242815
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
62L20: Stochastic approximation
Cites Work
- About Gaussian schemes in stochastic approximation
- Some results about averaging in stochastic approximation
- On extensions of Polyak's averaging approach to stochastic approximation
- Acceleration of Stochastic Approximation by Averaging
- Stochastic optimization with averaging of trajectories
- The robbins-monro type stochastic differential equations. I. convergence of solutions
- The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions
- STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
- Stochastic approximation