Strong points of weak convergence: A study using RPA gradient estimation for automatic learning

DOI10.1016/S0005-1098(99)00034-5MaRDI QIDQ1301439zbMATH OpenOpenAlexWikidataFDO

Authors Felisa J. Vázquez-Abad

Publication date 2 November 1999

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(99)00034-5

zbMATH Keywords

learningstochastic approximationweak convergenceestimate of the gradient vectornon-reset version of the estimatorregenerate estimation approach

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15) Programming in abstract spaces (90C48) Stochastic learning and adaptive control (93E35)

Recommendations

• Convergence of parameter sensitivity estimates in a stochastic experiment
• A Globally Convergent Stochastic Approximation
• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• On a Finite Deformation of a Cone
• Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models

Cited in

(2)

• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
• Perturbation analysis of inhomogeneous finite Markov chains

This page was built for publication: Strong points of weak convergence: A study using RPA gradient estimation for automatic learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1301439)