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Validation analysis of mirror descent stochastic approximation method

โœ Scribed by Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro


Book ID
118791880
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
359 KB
Volume
134
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES


A Stochastic Approximation Method
โœ Sinha, Naresh K.; Griscik, Michael P. ๐Ÿ“‚ Article ๐Ÿ“… 1971 ๐Ÿ› Institute of Electrical and Electronics Engineers โš– 1011 KB
Convergence analysis of dynamic stochast
โœ Han-Fu Chen; Katsuji Uosaki ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 113 KB

Stochastic approximation method concerns the sequential estimation of the root or the extreme of a function observed with noise. The idea is then extended to the moving root case by Dupaร‚ c, and it is called as the dynamic stochastic approximation method. Its convergence properties are derived here