Consistency of the Robbins-Monro's algorithm in a nonlinear stochastic ill-posed problem

MaRDI QIDQ5454042zbMATH OpenFDO

Authors Abdelnasser Dahmani, Ahmed Ait Saidi, Fatah Bouhmila

Publication date 3 April 2008

zbMATH Keywords

convergenceinverse problemstochastic approximationnonlinear ill-posed problemMarkovian processsuper martingale

Mathematics Subject Classification ID

Nonlinear ill-posed problems (47J06) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(5)

• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• The averaged Robbins-Monro method for linear problems in a Banach space
• On the rate of convergence of the Robbins-Monro's algorithm in a linear stochastic ill-posed problem with \(\alpha\)-mixing data
• Stochastic approximation in ill-posed problems under random errors
• Robbins-Monro algorithm with \(\psi\)-mixing random errors

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