On the almost sure convergence of a general stochastic approximation procedure

DOI10.1017/S0004972700010236zbMATH Open0589.62073OpenAlexW2122807840MaRDI QIDQ3718031FDOQ3718031

Authors: Steven Neil Evans, Neville Weber 

Publication date: 1986

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700010236

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zbMATH Keywords

conditional expectationsstrong convergence theorem

Mathematics Subject Classification ID

Stochastic approximation (62L20) Strong limit theorems (60F15)

Cites Work

• A Stochastic Approximation Method
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• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Stochastic Estimation of the Maximum of a Regression Function
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• Approximation Methods which Converge with Probability one
• Stochastic approximation with dependent noise
• On a Class of Stochastic Approximation Processes
• Strong convergence of a stochastic approximation algorithm
• Experimental Determination of the Maximum of a Function
• Almost sure convergence for the Robbins-Monro process
• On Stochastic Approximations

Cited In (32)

• Almost sure convergence and in quadratic mean of the gradient stochastic process for the sequential estimation of a conditional expectation
• Model-based annealing random search with stochastic averaging
• Quasi-isotonic regression and stochastic approximation
• Asymptotic behaviour of a class of stochastic approximation procedures
• A stochastic contraction mapping theorem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Simulation optimization using multi-time-scale adaptive random search
• Almost sure convergence of a stochastic approximation process in a convex set
• Title not available (Why is that?)
• Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
• On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function
• Wear convergence of stochastic approximation processes with random indices
• An alternative proof for convergence of stochastic approximation algorithms
• Almost sure convergence of a class of stochastic algorithms
• Approximate stochastic annealing for online control of infinite horizon Markov decision processes
• Title not available (Why is that?)
• General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markovian stochastic approximation with expanding projections
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of stochastic approximation procedure in asymptotic small diffusion schema
• Title not available (Why is that?)
• Martingale models of stochastic approximation and their convergence
• An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space
• General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of a class of stochastic approximation procedures
• Stochastic approximation revisited

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