On the Choice of Random Directions for Stochastic Approximation Algorithms

DOI10.1109/TAC.2005.864195zbMath1367.65019MaRDI QIDQ5281787

James Theiler, Jarod Alper

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2005.864195

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

62C20: Minimax procedures in statistical decision theory