Convergence analysis of smoothed stochastic gradient-type algorithm

DOI10.1080/00207728708964032MaRDI QIDQ3764033zbMATH OpenOpenAlexFDO

Authors Nadav Berman, Arie Feuer, Elias Wahnon

Publication date 1987

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728708964032

zbMATH Keywords

parameter estimationalgorithmnoise reductioneffect of noise

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of mathematical programming (90C90) Sequential estimation (62L12) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Estimation and detection in stochastic control theory (93E10)

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Cites work

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Cited in

(4)

• Performance analysis of stochastic gradient algorithms under weak conditions
• scientific article; zbMATH DE number 1833935 (Why is no real title available?)
• Smoothed Functionals and Constrained Stochastic Approximation
• scientific article; zbMATH DE number 7626722 (Why is no real title available?)

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