Acceleration of stochastic approximation by averaging

SIAM Journal on Control and Optimization

Volumn 30, Issue 4, 1992, Pages 838-855

  Polyak, B T ^a   Juditsky, A B ^a  

^a TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

OPTIMIZATION;

AVERAGING; IDENTIFIATION PROBLEMS; OPTIMAL ALGORITHMS; RECURSIVE ESTIMATION; STOCHASTIC APPROXIMATION;

MATHEMATICAL TECHNIQUES;

EID: 0026899240     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/0330046     Document Type: Article

References (40)