On stochastic gradient and subgradient methods with adaptive steplength sequences

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Publication:445032


DOI10.1016/j.automatica.2011.09.043zbMath1244.93178arXiv1105.4549WikidataQ105583564 ScholiaQ105583564MaRDI QIDQ445032

Farzad Yousefian, Angelia Nedić, Uday V. Shanbhag

Publication date: 24 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.4549


90C15: Stochastic programming

93E20: Optimal stochastic control


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