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On the rate of convergence of stochastic approximation procedures

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Abstract

The rate of convergence of a linear stochastic approximation procedure inR d is studied under fairly general assumptions on the coefficients of the equation.

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Authors and Affiliations

  1. Ternopol Instrumental Institute, Ternopol

    V. A. Koval'

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  1. V. A. Koval'
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 8, pp. 997–1002, August, 1994.

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Koval', V.A. On the rate of convergence of stochastic approximation procedures. Ukr Math J 46, 1093–1100 (1994). https://doi.org/10.1007/BF01056170

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  • DOI: https://doi.org/10.1007/BF01056170

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