Asymptotic almost sure efficiency of averaged stochastic algorithms

SIAM Journal on Control and Optimization

Volumn 39, Issue 1, 2000, Pages 49-72

  Pelletier, Mariane ^a  

^a UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; BOUNDARY CONDITIONS; CONVERGENCE OF NUMERICAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; INTEGRAL EQUATIONS; MARKOV PROCESSES; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY DISTRIBUTIONS; THEOREM PROVING; VECTORS;

ALMOST SURE INVARIANCE PRINCIPLES; AVERAGING METHOD; CENTRAL LIMIT THEOREM; ITERATED LOGARITHM; STOCHASTIC ALGORITHMS;

ASYMPTOTIC STABILITY;

EID: 0034462128     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998308169     Document Type: Article

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