Open Problem—Adaptive Constant-Step Stochastic Approximation

DOI10.1287/STSY.2019.0046zbMATH Open1445.62210OpenAlexW2978271482MaRDI QIDQ5113908FDOQ5113908

Harsha Honnappa, Susan R. Hunter, Raghu Pasupathy

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

This page was built for publication: Open Problem—Adaptive Constant-Step Stochastic Approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5113908)