Convergence and optimality of realizable adaptation algorithms (information-theory approach) (Q1111292)

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scientific article; zbMATH DE number 4076380
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Convergence and optimality of realizable adaptation algorithms (information-theory approach)
scientific article; zbMATH DE number 4076380

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    Convergence and optimality of realizable adaptation algorithms (information-theory approach) (English)
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    1985
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    See the review in Zbl 0584.62133.
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    stochastic approximation of minima
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    convergence to normal distribution
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    robust stochastic approximation
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    a.s. convergence
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    central limit law
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    speed of convergence
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    realizable versions of algorithms
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    robust Tsypkin- Polyak stochastic optimization procedures
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    Lyapunov function
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