Passive stochastic approximation with constant step size and window width

DOI10.1109/9.481610MaRDI QIDQ4875955zbMATH OpenOpenAlexFDO

Authors K. Yin, G. Yin

Publication date 7 August 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.481610

zbMATH Keywords

nonparametric kernel estimationpassive stochastic approximation

Mathematics Subject Classification ID

Popov-type stability of feedback systems (93D10) Estimation and detection in stochastic control theory (93E10)

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• Method of averaging along trajectories in passive stochastic approximation (linear algorithm)
• A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications
• Passive stochastic approximation with averaging along trajectories
• Convergence and error bounds for passive stochastic algorithms using vanishing step size
• Passive stochastic approximation
• scientific article; zbMATH DE number 862328 (Why is no real title available?)
• Langevin dynamics for adaptive inverse reinforcement learning of stochastic gradient algorithms
• Stochastic approximation algorithms: overview and recent trends.
• Online semiparametric regression via sequential Monte Carlo

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