scientific article; zbMATH DE number 4104130

MaRDI QIDQ3828837zbMATH OpenFDO

Authors Lucia Ladelli

Publication date 1989

zbMATH Keywords

adaptive algorithminvariant probabilityKiefer-Wolfowitz algorithmoptimization problems

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Recommendations

• On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates
• Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne. (Gaussian approximation of stochastic algorithms)
• Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
• scientific article; zbMATH DE number 1043533
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms

Cited in

(3)

• Stochastic algorithms: Foundations and applications. Second international symposium, SAGA 2003, Hatfield, UK, September 22--23, 2003. Proceedings
• Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms).
• scientific article; zbMATH DE number 3577137 (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 Q3828837)