ON THE CONVERGENCE, LOCK-IN PROBABILITY, AND SAMPLE COMPLEXITY OF STOCHASTIC APPROXIMATION

Journal article

Peer reviewed

SIAM journal on control and optimization, Vol.48(7-8), pp.5178-5192

01/01/2010

Abstract

Exact sciences and technology

Mathematics

Probability and statistics

Probability theory and stochastic processes

Sciences and techniques of general use

Sequential methods

Statistics

Stochastic analysis

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Title: ON THE CONVERGENCE, LOCK-IN PROBABILITY, AND SAMPLE COMPLEXITY OF STOCHASTIC APPROXIMATION
Creators - without role: Sameer Kamal - Tata Institute of Fundamental Research
Publication Details: SIAM journal on control and optimization, Vol.48(7-8), pp.5178-5192
Publisher: Society for Industrial and Applied Mathematics
Identifiers: 9937524908331
Academic Unit: King Abdulaziz University
Language: English
Resource Type: Journal article