A stopping rule for stochastic approximation

DOI10.1016/J.AUTOMATICA.2015.06.029zbMATH Open1331.93114OpenAlexW823112752MaRDI QIDQ900181FDOQ900181

Authors: Takayuki Wada, Yasumasa Fujisaki 

Publication date: 21 December 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.06.029

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zbMATH Keywords

stochastic approximationrandomized algorithmssystem identificationadaptive control

Mathematics Subject Classification ID

System identification (93B30) Adaptive control/observation systems (93C40)

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Cited In (16)

• Multi-agent consensus with stopping rules under bounded measurement noise
• Time averaging algorithms with stopping rules for multi-agent consensus with noisy measurements
• Stopping rules for optimization algorithms based on stochastic approximation
• A consensus protocol over noisy two-layered networks with cooperative and antagonistic interactions
• Title not available (Why is that?)
• Probabilistic characteristics of one stopping rule for steady control
• The stochastic auxiliary problem principle in Banach spaces: measurability and convergence
• Finite-sample performance of absolute precision stopping rules
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Lepskij-type Stopping-Rule for Newton-type Methods with Random Noise
• Stopping rules and the likelihood function
• Stopping rules for a class of sampling-based stochastic programming algorithms
• Miscellanea. A stopping rule for the continual reassessment method
• Title not available (Why is that?)
• A stopping rule for least-squares identification

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