Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms

DOI10.1134/S0005117916080063zbMATH Open1357.62273OpenAlexW2514909387MaRDI QIDQ505293FDOQ505293

Authors: T. P. Krasulina 

Publication date: 20 January 2017

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117916080063

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Mathematics Subject Classification ID

Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10)

Cites Work

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Cited In (4)

• Convergence Rate of Stochastic Approximation Algorithms in the Degenerate Case
• On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
• An alternative proof for convergence of stochastic approximation algorithms
• General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm

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