Change-point monitoring for online stochastic approximations

DOI10.1016/j.automatica.2010.06.036zbMath1204.93110MaRDI QIDQ608474

Felisa J. Vázquez-Abad, Kim Levy

Publication date: 25 November 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.036

zbMATH Keywords

weak convergence; non-stationary environment; stochastic approximation; change-point monitoring; online tracking

Mathematics Subject Classification ID

90C15: Stochastic programming

93B12: Variable structure systems

93E03: Stochastic systems in control theory (general)

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Cites Work

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