OpenAlex | Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning

Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning

Work

Year: 2020

Type: article

Source: International Journal of Robust and Nonlinear Control

Authors Jingyi Zhu, James C. Spall

Institutions Johns Hopkins University, Johns Hopkins University Applied Physics Laboratory

Cites: 61

Cited by: 9

Related to: 10

FWCI: 1.741

Citation percentile (by year/subfield): 91.52

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed