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JOURNALS // Mathematics of Operations Research // Archive

Math. Oper. Res., 2024, Pages 1–39 (Mi mor3)

This article is cited in 1 paper

Finite-time high-probability bounds for Polyak–Ruppert averaged iterates of linear stochastic approximation

Alain Durmusa, Eric Moulinesa, Alexey Naumovbc, Sergey Samsonovbd

a Department of Applied Mathematics, Ecole Polytechnique, 91128 Palaiseau, France
b HSE University, Moscow 101000, Russian Federation
c Steklov Mathematical Institute of Russian Academy of Sciences, Moscow 101000, Russian Federation
d Institute for Information Transmission Problems, Moscow 101000, Russian Federation

Language: English

DOI: 10.1287/moor.2022.0179


ArXiv: 2207.04475


© Steklov Math. Inst. of RAS, 2025