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

DOI10.1016/0041-5553(85)90099-0MaRDI QIDQ3719782zbMATHOpenAlexFDO

Authors S. V. Shil'man, Yakov Alber

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)

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
• scientific article; zbMATH DE number 3864328
• On the almost sure convergence of a general stochastic approximation procedure

Cited in

(3)

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

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)