Stochastic gradient processes: A survey of convergence theory using Lyapunov second method

DOI10.1007/BF02366794MaRDI QIDQ1907772zbMATH OpenFDO

Authors A. N. Nakonechnyi

Publication date 27 March 1996

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic programming (90C15)

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• A Stochastic Approximation Method
• Accelerated Stochastic Approximation
• Convergence and stability of distributed stochastic iterative processes
• Iterative processes: A survey of convergence theory using Lyapunov second method
• Multidimensional Stochastic Approximation Methods
• New method of stochastic approximation type
• On convergence of the stochastic subgradient method with on-line stepsize rules
• Orthogonal Arrays of Index Unity
• Probability-theoretical analog of the vector Lyapunov function method
• Stability and positive supermartingales
• Stochastic approximation methods for identification and control--A survey

Cited in

(4)

• Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
• Optimization methods for compound Poisson risk processes
• Optimization of risk processes
• Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory

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