Stochastic approximation with random truncations, state-dependent noise and discontinuous dynamics

DOI10.1080/17442509808834169zbMATH Open1043.62526OpenAlexW2003931210MaRDI QIDQ4510198FDOQ4510198

Authors:

Publication date: 23 October 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834169

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Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited In (11)

• Stochastic recursive inclusions with non-additive iterate-dependent Markov noise
• Truncated stochastic approximation with moving bounds: convergence
• Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions
• Almost sure convergence of stochastic approximation algorithms with non-additive noise
• Stochastic approximation with `controlled Markov' noise
• Convergence of Markovian stochastic approximation with discontinuous dynamics
• Asymptotic behavior of truncated stochastic approximation procedures
• Markovian stochastic approximation with expanding projections
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• Stochastic approximation algorithms: overview and recent trends.
• Rate of convergence of truncated stochastic approximation procedures with moving bounds

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