General convergence results for stochastic approximations via weak convergence theory

DOI10.1016/0022-247X(77)90133-0MaRDI QIDQ1243987zbMATH OpenFDO

Authors Harold J. Kushner

Publication date 1977

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Cites work

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• A Continuous Kiefer-Wolfowitz Procedure for Random Processes
• Counterexamples to general convergence of a commonly used recursive identification method
• Multidimensional Stochastic Approximation Methods
• Stability by Liapunov's direct method. With applications
• Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems
• Stochastic Estimation of the Maximum of a Regression Function
• Stochastic approximation algorithms for constrained optimization problems
• Stochastic approximation of constrained systems with system and constraint noise
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(10)

• Nonparametric relative recursive regression
• Stochastic adaptive control using a modified least squares algorithm
• The stochastic approximation method for estimation of a distribution function
• Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
• Global stability of first-order methods for coercive tame functions
• Wear convergence of stochastic approximation processes with random indices
• Stochastic approximation with dependent noise
• Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
• Nonparametric relative recursive regression estimators for censored data
• Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises

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