Exponential inequalities in stochastic approximation procedures

DOI10.1515/ROSE.1993.1.4.393MaRDI QIDQ4861919zbMATH OpenOpenAlexFDO

Authors B. V. Bondarev

Publication date 20 March 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1993.1.4.393

zbMATH Keywords

rate of convergenceexponential inequalitiesmartingale method estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic approximation (62L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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