Change-point monitoring for online stochastic approximations
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Publication:608474
DOI10.1016/j.automatica.2010.06.036zbMath1204.93110MaRDI QIDQ608474
Felisa J. Vázquez-Abad, Kim Levy
Publication date: 25 November 2010
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.036
weak convergence; non-stationary environment; stochastic approximation; change-point monitoring; online tracking
90C15: Stochastic programming
93B12: Variable structure systems
93E03: Stochastic systems in control theory (general)
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