Stochastic approximation with averaging of the iterates: optimal asymptotic rate of convergence for general processes
- Author
- KUSHNER, H. J; YANG, J
Brown univ., div. applied mathematics, Providence RI 02912, United States - Source
SIAM journal on control and optimization. 1993, Vol 31, Num 4, pp 1045-1062 ; ref : 15 ref
- CODEN
- SJCODC
- ISSN
- 0363-0129
- Scientific domain
- Control theory, operational research
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Approximation stochastique Itération Méthode moyenne Normalité asymptotique Taux convergence
- Keyword (en)
- Stochastic approximation Iteration Averaging method Asymptotic normality Convergence rate
- Keyword (es)
- Aproximación estocástica Iteracción Método medio Normalidad asintótica Relación convergencia
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02L Sequential methods
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 3981007
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/0331047 
https://dx.doi.org/10.1137/0331047
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