Noise conditions for prespecified convergence rates of stochastic approximation algorithms

DOI10.1109/18.749035MaRDI QIDQ4701339zbMATH OpenOpenAlexFDO

Authors Edwin K. P. Chong, I-Jeng Wang, Sanjeev R. Kulkarni

Publication date 21 November 1999

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.749035

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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• Accelerated convergence effect in stochastic programming algorithms with correlated noise

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