Stabilization of stochastic approximation by step size adaptation

DOI10.1016/j.sysconle.2012.02.005zbMath1250.93128arXiv1007.4689MaRDI QIDQ450652

Sameer Kamal

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

zbMATH Keywords

stochastic approximation; almost sure boundedness; limiting ordinary differential equation; step size adaptation

Mathematics Subject Classification ID

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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