Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting
From MaRDI portal
Publication:4506763
DOI10.1109/9.763206zbMath0984.62057MaRDI QIDQ4506763
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.763206
maximal inequalities; recursive estimation; linear stochastic systems; L-mixing processes; limit theorem for moments
Related Items
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities, Stopping rules for optimization algorithms based on stochastic approximation, Accelerated randomized stochastic optimization., Augmented simulation methods for discrete stochastic optimization with recourse