On robustness of the Robbins-Monro method for parallel processing

DOI10.1016/0167-6911(89)90099-6MaRDI QIDQ1123520zbMATH OpenOpenAlexFDO

Authors G. Yin, Yunmin Zhu

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0167-6911(89)90099-6

zbMATH Keywords

decentralized and parallel stochastic approximation algorithmslaw of large numbersmeasurement errorparallel and distributed processingRobbins-Monro methodrobustness

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99) Parallel numerical computation (65Y05)

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Cites work

• Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Distributed asynchronous deterministic and stochastic gradient optimization algorithms
• scientific article; zbMATH DE number 3992716 (Why is no real title available?)
• Necessary and sufficient conditions for the Robbins-Monro method
• On W.P.1 Convergence of A Parallel Stochastic Approximation Algorithm
• Stochastic approximation algorithms for parallel and distributed processing

Cited in

(3)

• scientific article; zbMATH DE number 440437 (Why is no real title available?)
• scientific article; zbMATH DE number 4157849 (Why is no real title available?)
• Optimal quasi-convex combinations for stochastic approximation algorithms with parallel observers

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