Accelerated Stochastic Approximation

DOI10.1137/0803045zbMath0801.62071OpenAlexW2065450730MaRDI QIDQ4277517

Bernard Delyon, Anatoli B. Juditsky

Publication date: 30 November 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803045

zbMATH Keywords

asymptotic normalitynumerical simulationsconvergence with probability onemultidimensional caseaccelerated algorithmsaveraging of trajectoriesRobbins-Monro stochastic approximation algorithmsRuppert-Polyak algorithm

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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