Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm

DOI10.1109/9.863599MaRDI QIDQ4507183zbMATH OpenOpenAlexFDO

Authors Anthony N. Michel, Miloje Radenkovic

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.863599

zbMATH Keywords

adaptive controlconvergence ratelearningoptimal stabilizationself-tuning controlstochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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