Convergence and convergence rate of iterative stochastic algorithms. II: The linear case

zbMATH Open0415.93062MaRDI QIDQ754155FDOQ754155

Boris T. Polyak

Publication date: 1977

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

gradient methodLyapunov's second methodquadratic functioniterative stochastic algorithmssecond-order moments

Mathematics Subject Classification ID

Methods of reduced gradient type (90C52) Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Cited In (5)

• Distributed non-linear robust consensus-based sensor calibration for networked control systems
• Extremum seeking under stochastic noise and applications to mobile sensors
• Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations
• Stochastic approximation search algorithms with randomization at the input
• Nonlinear robustified stochastic consensus seeking

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