General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms

DOI10.1016/0041-5553(85)90099-0zbMATH Open0591.65099OpenAlexW2049374338MaRDI QIDQ3719782FDOQ3719782

Yakov Alber, S. V. Shil'man

Publication date: 1985

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(85)90099-0

zbMATH Keywords

iterative algorithmstochastic algorithmRobbins-Monroe procedure

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic approximation (62L20)

Cited In (3)

• On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates
• Convergence Rate of Stochastic Approximation Algorithms in the Degenerate Case
• Rate of convergence of stochastic iteration procedures in ill-posed problems

   Recommendations

• An estimate for the rate of convergence of the Robbins-Monro process 👍 👎
• Stochastic approximation with dependent disturbances. I 👍 👎
• One-sided convergence of the Robbins-Monro process 👍 👎
• Title not available (Why is that?) 👍 👎
• On the almost sure convergence of a general stochastic approximation procedure 👍 👎

This page was built for publication: General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3719782)