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Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate

  • Section II Stochastic Extremal Problems
  • Conference paper
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Stochastic Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 81))

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References

  1. Ya.I. Al'ber and S.V. Shil'man. Non-asymptotic estimates of the convergence rate of stochastic iterative algorithms. Avtomatika i Telemekhanika, 1(1980)41–54.

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  2. Ya.I. Al'ber and S.V. Shil'man. On methods of stochastic optimization. Doklady Akademii Nauk SSSR, 255(1980)265–269.

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  3. Ya.I. Al'ber and S.V. Shil'man. Optimal parameters and non-asymptotic estimates of the convergence rate of stochastic algorithms in problems of criterial optimization. Avtomatika i Telemekhanika, 10(1984)96–106.

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  4. M. Vazan. Stochastic Approximation. Mir, Moscow, 1972.

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Authors and Affiliations

  1. Gorky University, Gorky, USSR

    Ya. I. Al'ber & S. V. Shil'man

Authors
  1. Ya. I. Al'ber
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  2. S. V. Shil'man
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Editor information

Vadim I. Arkin A. Shiraev R. Wets

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© 1986 International Institute for Applied Systems Analysis

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Al'ber, Y.I., Shil'man, S.V. (1986). Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007101

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  • DOI: https://doi.org/10.1007/BFb0007101

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16659-7

  • Online ISBN: 978-3-540-39841-7

  • eBook Packages: Springer Book Archive

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