Stabilization of stochastic approximation by step size adaptation
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Publication:450652
DOI10.1016/j.sysconle.2012.02.005zbMath1250.93128arXiv1007.4689MaRDI QIDQ450652
Publication date: 14 September 2012
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.4689
stochastic approximation; almost sure boundedness; limiting ordinary differential equation; step size adaptation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
Related Items
Asynchronous stochastic approximation with differential inclusions, Markovian stochastic approximation with expanding projections, Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics
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