Convergence Rate of Stochastic Approximation Algorithms in the Degenerate Case
From MaRDI portal
Publication:4388904
DOI10.1137/S0363012995281730zbMATH Open0907.62090MaRDI QIDQ4388904FDOQ4388904
Authors: Hanfu Chen 
Publication date: 10 May 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Recommendations
- Convergence rates and decoupling in linear stochastic approximation algorithms
- Rate of Convergence for Constrained Stochastic Approximation Algorithms
- Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm
- Stochastic approximation algorithms: Nonasymptotic estimation of their convergence rates
- Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
- On the convergence rate for stochastic approximation in the nonsmooth setting
- Sharp convergence rates of stochastic approximation for degenerate roots
- Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms
- General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms
Cited In (9)
- Behavior of stochastic approximation algorithm in root set of regression function
- On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates
- Sample path based convergence analysis of stochastic approximation algorithm: theories and applications
- Geometric structure in stochastic approximation
- On the convergence rate for stochastic approximation in the nonsmooth setting
- Title not available (Why is that?)
- Stochastic approximation algorithms: overview and recent trends.
- On the convergence of reinforcement learning
- Title not available (Why is that?)
This page was built for publication: Convergence Rate of Stochastic Approximation Algorithms in the Degenerate Case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4388904)
