scientific article; zbMATH DE number 4085419

zbMATH Open0663.90064MaRDI QIDQ3815136FDOQ3815136

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Publication date: 1988

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

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zbMATH Keywords

stochastic approximationstepsize ruleasymptotic confidence regionsoscillation test

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited In (13)

• Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
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• Stochastic optimization on social networks with application to service pricing
• A stopping rule for the Robbins-Monro method
• Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
• Duality and statistical tests of optimality for two stage stochastic programs
• Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
• A stopped stochastic approximation algorithm
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• Estimation of an optimal solution of a LP problem with unknown objective function
• Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
• Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
• A unified framework for stochastic optimization

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