Email this article Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms
- Authors: Krasulina T.P.1
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Affiliations:
- St. Petersburg State University
- Issue: Vol 77, No 8 (2016)
- Pages: 1399-1402
- Section: Stochastic Systems, Queueing Systems
- URL: https://journals.rcsi.science/0005-1179/article/view/150410
- DOI: https://doi.org/10.1134/S0005117916080063
- ID: 150410
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Abstract
Consideration was given to the Robbins–Monro procedure for which the Dvoretzky theorem of its convergence rate was generalized. The rate of convergence is still the most important problem of the theory of stochastic approximation.
About the authors
T. P. Krasulina
St. Petersburg State University
Author for correspondence.
Email: agelig@yandex.ru
Russian Federation, St. Petersburg
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