scientific article; zbMATH DE number 4001256

MaRDI QIDQ4727236zbMATH OpenFDO

Authors Hanfu Chen

Publication date 1987

zbMATH Keywords

correlated noisegradientLyapunov functionrandomly varying truncationssearching the extremumtwo-step stochastic approximation algorithm

Mathematics Subject Classification ID

Stochastic approximation (62L20) Methods of reduced gradient type (90C52)

Cited in

(11)

• Optimality in problems and optimization algorithms under indeterminacy
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Stochastic gradient algorithm with random truncations
• Stochastic optimization using a trust-region method and random models
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