Exponential Concentration in Stochastic Approximation
Published Online:22 Apr 2025https://doi.org/10.1287/opre.2023.0425
Volume 74, Issue 1
January-February 2026
Pages iii-vii, 1-571, C2-C3
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- Received:August 03, 2023
- Accepted:February 10, 2025
- Published Online:April 22, 2025
Copyright © 2025, INFORMS
Cite as
Kody J. H. Law, Neil Walton, Shangda Yang (2025) Exponential Concentration in Stochastic Approximation. Operations Research 74(1):446-463.
https://doi.org/10.1287/opre.2023.0425
Keywords
The authors thank the reviewers for their help in improving this paper. The authors are particularly grateful to a referee for the reference Davis et al. (2019), which led to Theorem 5. Also, thanks to Stavros Zenios for advice on projection algorithms and Matthias Troffaes for help with pycddlib.
