scientific article; zbMATH DE number 3956822

MaRDI QIDQ3725879zbMATH OpenFDO

Authors Alexander S. Poznyak

Publication date 1986

zbMATH Keywords

asymptotic normalitystrong convergenceasymptotic characteristicsnonlinear transformation of observationspresence of dependent noiserecursive gradient procedures

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• Asymptotic properties of stochastic approximation procedures in the case of correlated noise
• Convergence of stochastic approximation procedures with dependent noise
• scientific article; zbMATH DE number 3878685
• scientific article; zbMATH DE number 3898617

Cited in

(9)

• Descent procedures for obtaining linear discriminant functions
• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• Recursive max-linear models with propagating noise
• scientific article; zbMATH DE number 3898617 (Why is no real title available?)
• Asymptotic properties of stochastic approximation procedures in the case of correlated noise
• Accelerated gradient methods with absolute and relative noise in the gradient
• Robust identification under correlated and non-Gaussian noises: WMLLM procedure
• scientific article; zbMATH DE number 3878685 (Why is no real title available?)
• scientific article; zbMATH DE number 2188835 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3725879)