General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type

Dereich, Steffen; Mueller-Gronbach, Thomas

Research article (journal) | Peer reviewed

Details about the publication

Journal: Numerische Mathematik

Volume: 142

Issue: 2

Status: Published

Release year: 2019

Keywords: Stochastic approximation; Monte Carlo; multilevel; Polyak-Ruppert average

Professorship for Theory of Probability (Prof. Dereich)