A Concentration Bound for Stochastic Approximation via Alekseev’s Formula
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Publication:5113889
DOI10.1287/stsy.2018.0019zbMath1442.62187arXiv1506.08657OpenAlexW2964258803WikidataQ128308466 ScholiaQ128308466MaRDI QIDQ5113889
Publication date: 18 June 2020
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.08657
stochastic approximationconcentration inequalityconcentration boundAlekseev's formulalocally asymptotically stable equilibrium (LASE)perturbed ODEsum of martingale-differences
Martingales with discrete parameter (60G42) Stochastic approximation (62L20) Perturbations of ordinary differential equations (34D10) Computational methods for problems pertaining to systems and control theory (93-08)
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