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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Datum:1994
Hauptverfasser: Koval, V. A., Коваль, В. А.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1994
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/5652
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

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Ukrains’kyi Matematychnyi Zhurnal
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author Koval, V. A.
Коваль, В. А.
Коваль, В. А.
author_facet Koval, V. A.
Коваль, В. А.
Коваль, В. А.
author_sort Koval, V. A.
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datestamp_date 2020-03-19T09:15:19Z
description 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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spelling umjimathkievua-article-56522020-03-19T09:15:19Z On the rate of convergence of stochastic approximation procedures О скорости сходимости процедур стохастической аппроксимации Koval, V. A. Коваль, В. А. Коваль, В. А. 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. Досліджується швидкість збіжності лінійної процедури стохастичної апроксимації в $R^d$ при досить загальних припущеннях відносно коефіцієнтів рівняння. Institute of Mathematics, NAS of Ukraine 1994-08-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5652 Ukrains’kyi Matematychnyi Zhurnal; Vol. 46 No. 8 (1994); 997–1002 Український математичний журнал; Том 46 № 8 (1994); 997–1002 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5652/7989 https://umj.imath.kiev.ua/index.php/umj/article/view/5652/7990 Copyright (c) 1994 Koval V. A.
spellingShingle Koval, V. A.
Коваль, В. А.
Коваль, В. А.
On the rate of convergence of stochastic approximation procedures
title On the rate of convergence of stochastic approximation procedures
title_alt О скорости сходимости процедур стохастической аппроксимации
title_full On the rate of convergence of stochastic approximation procedures
title_fullStr On the rate of convergence of stochastic approximation procedures
title_full_unstemmed On the rate of convergence of stochastic approximation procedures
title_short On the rate of convergence of stochastic approximation procedures
title_sort on the rate of convergence of stochastic approximation procedures
url https://umj.imath.kiev.ua/index.php/umj/article/view/5652
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