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

DOI10.1134/S0005117916080063MaRDI QIDQ505293zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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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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