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Avtomatika i Telemekhanika, 2016, Issue 8, Pages 101–104 (Mi at14528)  
Stochastic Systems, Queuing Systems

Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms

T. P. Krasulina

St. Petersburg State University, St. Petersburg, Russia
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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.
Funding agency Grant number
Saint Petersburg State University 6.38.230.2015
This work was supported by the St. Petersburg State University, project no. 6.38.230.2015.
Presented by the member of Editorial Board: A. V. Nazin

Received: 30.06.2015
English version:
Automation and Remote Control, 2016, Volume 77, Issue 8, Pages 1399–1402
DOI: https://doi.org/10.1134/S0005117916080063
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: T. P. Krasulina, “Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms”, Avtomat. i Telemekh., 2016, no. 8, 101–104; Autom. Remote Control, 77:8 (2016), 1399–1402
Citation in format AMSBIB
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