Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes

SIAM Journal on Control and Optimization

Volumn 31, Issue 4, 1993, Pages 1045-1062

  Kushner, Harold J ^a   Yang, Jichuan ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; PROBABILITY; THEOREM PROVING;

AVERAGED ITERATES; CONVERGENCE RATES; STOCHASTIC APPROXIMATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0027627789     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/0331047     Document Type: Article

References (15)