The Robbins-Monro type stochastic differential equations. III. Polyak's averaging
Author:
Affiliation:
1. a A. Razmadze Mathematical Institute , Tbilisi, Georgia
2. b Georgian American University , Tbilisi, Georgia
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500903242815
Reference19 articles.
1. Nonconvex Optimization and its Applications;Chen H.-F.,2002
2. (French) Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 67;Dellacherie C.,1972
3. Stochastic optimization with averaging of trajectories
4. Stochastic Modelling and Applied Probability;Kushner H.J.,2003
5. Stochastic approximation: invited paper
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Stochastic Approximation Procedures for Lévy-Driven SDEs;Journal of Optimization Theory and Applications;2023-03-20
2. A note on continuous-time stochastic approximation in infinite dimensions;Electronic Communications in Probability;2017-01-01
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