Randomized algorithms for stochastic approximation under arbitrary disturbances

DOI10.1023/A:1014291407082MaRDI QIDQ1778591zbMATH OpenFDO

Authors Oleg N. Granichin

Publication date 17 June 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1014291407082

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Recommendations

• A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
• scientific article; zbMATH DE number 1043533
• Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
• scientific article; zbMATH DE number 721880
• scientific article; zbMATH DE number 1405930
• scientific article; zbMATH DE number 53271
• Random Directions Stochastic Approximation With Deterministic Perturbations
• scientific article; zbMATH DE number 3864328
• Stochastic approximation search algorithms with randomization at the input
• On the Choice of Random Directions for Stochastic Approximation Algorithms

Cited in

(15)

• A stochastic gradient type algorithm for closed-loop problems
• A stochastic Remes algorithm
• Improved results on the robustness of stochastic approximation algorithms
• On stochastic extremum seeking via adaptive perturbation-demodulation loop
• Joint robustness on noise and Lyapunov functions for parallel stochastic approximation algorithms
• A randomized stochastic optimization algorithm: its estimation accuracy
• A randomized stochastic approximation algorithm for self-learning
• Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
• Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
• Robustness analysis for stochastic approximation algorithms
• scientific article; zbMATH DE number 1405930 (Why is no real title available?)
• Random Directions Stochastic Approximation With Deterministic Perturbations
• scientific article; zbMATH DE number 2188835 (Why is no real title available?)
• Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
• Stochastic approximation search algorithms with randomization at the input

This page was built for publication: Randomized algorithms for stochastic approximation under arbitrary disturbances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1778591)