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

MaRDI QIDQ754155zbMATHFDO

Authors 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)

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

This page was built for publication: Convergence and convergence rate of iterative stochastic algorithms. II: The linear case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q754155)