scientific article; zbMATH DE number 3956822

zbMATH Open0594.90069MaRDI QIDQ3725879FDOQ3725879

Authors: Alexander S. Poznyak 

Publication date: 1986

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic programming (90C15)

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
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• 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
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