Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems

This publication has 10 references indexed in Scilit:

• Computation of Descent Directions in Stochastic Optimization Problems with Invariant Distributions
  ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1985
• Stochastic Programming: Solution Techniques and Approximation Schemes
  Published by Springer Nature ,1983
• stochastic quasigradient methods and their application to system optimization^†
  Stochastics, 1983
• Solving Stochastic Linear Programs by Semi-Stochastic Approximation Algorithms
  Published by Springer Nature ,1980
• Stochastic Approximation Methods for Constrained and Unconstrained Systems
  Published by Springer Nature ,1978
• Analysis of recursive stochastic algorithms
  IEEE Transactions on Automatic Control, 1977
• Stochastic Linear Programming
  Published by Springer Nature ,1976
• Mathematische Optimierung
  Published by Springer Nature ,1975
• Asymptotic Distribution of Stochastic Approximation Procedures
  The Annals of Mathematical Statistics, 1958
• Accelerated Stochastic Approximation
  The Annals of Mathematical Statistics, 1958