scientific article; zbMATH DE number 3909649

zbMATH Open0569.65045MaRDI QIDQ3685952FDOQ3685952

Authors: S. V. Pashko 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic programmingspeed of convergencestochastic approximation of minimastatistical gradient

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Stochastic approximation (62L20) Stochastic programming (90C15)

Cited In (3)

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
• The Tale of Stochastic Linearization Technique: Over Half a Century of Progress
• On the Almost Sure Rate of Convergence of Linear Stochastic Approximation Algorithms

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