Article

Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm

Sébastien Gadat, and Fabien Panloup

Keywords

stochastic algorithms; optimization: averaging;

Replaces

Sébastien Gadat, and Fabien Panloup, Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm, TSE Working Paper, n. 17-856, October 2017, revised February 2022.

Reference

Sébastien Gadat, and Fabien Panloup, Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm, Stochastic Processes and their Applications, vol. 156, February 2023, pp. 312–348.

Published in

Stochastic Processes and their Applications, vol. 156, February 2023, pp. 312–348