Noise conditions for prespecified convergence rates of stochastic approximation algorithms

DOI10.1109/18.749035zbMATH Open1063.62568OpenAlexW2111709059MaRDI QIDQ4701339FDOQ4701339

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

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Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited In (5)

• Rates of convergence of adaptive step-size of stochastic approximation algorithms
• Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
• Convergence rates and decoupling in linear stochastic approximation algorithms
• Rate of Convergence for Constrained Stochastic Approximation Algorithms
• Accelerated convergence effect in stochastic programming algorithms with correlated noise

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