On the rate of convergence of stochastic approximation procedures

The rate of convergence of a linear stochastic approximation procedure in $R^d$ is studied under fairly general assumptions on the coefficients of the equation.

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Bibliographic Details
Date:1994
Main Authors: Koval, V. A., Коваль, В. А.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1994
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5652
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:The rate of convergence of a linear stochastic approximation procedure in $R^d$ is studied under fairly general assumptions on the coefficients of the equation.