Technical note: on the convergence rate of stochastic approximation for gradient-based stochastic optimization
Jiaqiao Hu, Michael C. Fu
| Alternative title: | On the convergence rate of stochastic approximation for gradient-based stochastic optimization |
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| Year of publication: |
2025
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| Authors: | Hu, Jiaqiao ; Fu, Michael |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 2, p. 1143-1150
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| Subject: | Simulation | convergence rate | stochastic approximation | finite differences | finite-time analysis | random directions | simultaneous perturbation | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2023.0055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445478