An alternative proof for convergence of stochastic approximation algorithms

DOI10.1109/9.486642MaRDI QIDQ4884112zbMATH OpenOpenAlexFDO

Authors

Publication date 10 April 1997

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

Full work available at URL https://doi.org/10.1109/9.486642

zbMATH Keywords

convergenceHilbert spacesRobbins-Monro stochastic approximation algorithmsKushner-Clark condition

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cited in

(4)

• scientific article; zbMATH DE number 4011840 (Why is no real title available?)
• Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
• Weighted averaging and stochastic approximation
• Stochastic approximation algorithms: overview and recent trends.

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