scientific article; zbMATH DE number 3909649

MaRDI QIDQ3685952zbMATHFDO

Authors S. V. Pashko

Publication date 1984

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)

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Cited in

(3)

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

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