Convergence of a class of stochastic approximation procedures

DOI10.1007/BF01078910MaRDI QIDQ3809084zbMATH OpenFDO

Authors A. P. Baranov

Publication date 1987

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01078910

zbMATH Keywords

convergence of distributions of recursive stochastic algorithmsscheme of sequencesscheme of series

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

• Asymptotic Properties of Stochastic Approximations with Constant Coefficients
• Convergence in distribution of LMS-type adaptive parameter estimates
• Dependent central limit theorems and invariance principles
• scientific article; zbMATH DE number 3615751 (Why is no real title available?)
• Stochastic approximation and the final value theorem

Cited in

(23)

• Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne. (Gaussian approximation of stochastic algorithms)
• Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
• Convergence of stochastic approximation procedure in asymptotic small diffusion schema
• scientific article; zbMATH DE number 1802545 (Why is no real title available?)
• scientific article; zbMATH DE number 3864327 (Why is no real title available?)
• scientific article; zbMATH DE number 3870440 (Why is no real title available?)
• scientific article; zbMATH DE number 3878197 (Why is no real title available?)
• Recursive estimation and difference equations
• scientific article; zbMATH DE number 4217419 (Why is no real title available?)
• Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets
• Convergence of stochastic approximation algorithms under irregular conditions
• Convergence of the Guesstimation Algorithm
• Convergence properties of stochastic optimization procedures
• Convergence of parameter sensitivity estimates in a stochastic experiment
• scientific article; zbMATH DE number 3923917 (Why is no real title available?)
• scientific article; zbMATH DE number 3926029 (Why is no real title available?)
• scientific article; zbMATH DE number 597683 (Why is no real title available?)
• scientific article; zbMATH DE number 708854 (Why is no real title available?)
• scientific article; zbMATH DE number 1036075 (Why is no real title available?)
• An alternative proof for convergence of stochastic approximation algorithms
• On the convergence of linear stochastic approximation procedures
• Sample path based convergence analysis of stochastic approximation algorithm: theories and applications
• scientific article; zbMATH DE number 5019551 (Why is no real title available?)

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