Open Problem—Adaptive Constant-Step Stochastic Approximation

DOI10.1287/STSY.2019.0046MaRDI QIDQ5113908zbMATHOpenAlexFDO

Authors Raghu Pasupathy, Harsha Honnappa, Susan R. Hunter

Publication date 18 June 2020

Published in Stochastic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/stsy.2019.0046

zbMATH Keywords

machine learningstochastic optimizationcontrolstochastic networksstochastic gradient descent

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic approximation (62L20) Optimization of shapes other than minimal surfaces (49Q10)

Cites work

• scientific article; zbMATH DE number 1972910 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Stochastic Approximation Method
• Introduction to Stochastic Search and Optimization
• On Asymptotic Normality in Stochastic Approximation
• Optimization methods for large-scale machine learning

Cited in

(1)

• Introduction to the Applied Probability Society’s “Open Problems in Applied Probability” Session at the INFORMS Annual Meeting, Phoenix, Arizona, November 4–7, 2018

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