Convergence analysis of dynamic stochastic approximation

DOI10.1016/S0167-6911(98)00077-2MaRDI QIDQ1275559zbMATH OpenFDO

Authors Katsuji Uosaki, Hanfu Chen

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

randomly varying truncationdynamic stochastic approximationw.p.1 convergence

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)

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Cites work

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• Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
• Some generalizations of dynamic stochastic approximation processes
• Stochastic Estimation of the Maximum of a Regression Function
• Stochastic approximations in the presence of trend

Cited in

(4)

• On dynamic stochastic approximation
• Convergence of Markovian stochastic approximation with discontinuous dynamics
• scientific article; zbMATH DE number 1405930 (Why is no real title available?)
• Estimates of the convergence rate for a dynamical reconstruction algorithm

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