Stochastic optimization with averaging of trajectories

DOI10.1080/17442509208833769zbMath0765.93081OpenAlexW2019686011MaRDI QIDQ4018640

Bernard Delyon, Anatoli B. Juditsky

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833769

zbMATH Keywords

stochastic approximation algorithmsPolyak-Ruppert algorithmrecursive stochastic optimization procedure

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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