Convergence analysis of smoothed stochastic gradient-type algorithm
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Publication:3764033
DOI10.1080/00207728708964032zbMath0627.93080OpenAlexW2004585872MaRDI QIDQ3764033
Nadav Berman, Arie Feuer, Elias Wahnon
Publication date: 1987
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728708964032
Applications of mathematical programming (90C90) Nonlinear programming (90C30) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12) Methods of reduced gradient type (90C52) Probabilistic methods, stochastic differential equations (65C99)
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