Convergence analysis of smoothed stochastic gradient-type algorithm

DOI10.1080/00207728708964032zbMATH Open0627.93080OpenAlexW2004585872MaRDI QIDQ3764033FDOQ3764033

Authors: Nadav Berman, Arie Feuer, Elias Wahnon 

Publication date: 1987

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728708964032

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zbMATH Keywords

parameter estimationalgorithmnoise reductioneffect of noise

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of mathematical programming (90C90) Sequential estimation (62L12) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• Analysis of recursive stochastic algorithms
• Convergence of an adaptive linear estimation algorithm

Cited In (4)

• Smoothed Functionals and Constrained Stochastic Approximation
• Performance analysis of stochastic gradient algorithms under weak conditions
• Title not available (Why is that?)
• Title not available (Why is that?)

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