On Convergence of Iterated Random Maps

DOI10.1137/S0363012992238977MaRDI QIDQ4316287zbMATH OpenOpenAlexFDO

Authors

Publication date 8 December 1994

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012992238977

zbMATH Keywords

almost sure convergenceconvergence in probabilityiterated random mapsnumerical optimizationstochastic optimization

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20) Stochastic systems and control (93E99)

Recommendations

• Randomized Newton-Raphson
• Almost sure convergence of a class of stochastic algorithms
• Convergence of sa algorithms in multi-root or multi-extreme cases
• Random function iterations for stochastic feasibility problems
• Random function iterations for consistent stochastic feasibility

Cited in

(7)

• On the convergence of sequences of iterates of random-valued functions
• Almost sure convergence of a class of stochastic algorithms
• Critically finite random maps of an interval
• Random function iterations for consistent stochastic feasibility
• Pointwise convergence of densities under iteration of Ulam and von Neumann's map
• Random iteration of analytic maps
• Random function iterations for stochastic feasibility problems

This page was built for publication: On Convergence of Iterated Random Maps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4316287)