On robustness of the Robbins-Monro method for parallel processing

DOI10.1016/0167-6911(89)90099-6zbMath0677.62079OpenAlexW2042005356MaRDI QIDQ1123520

G. George Yin, Yunmin Zhu

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90099-6

zbMATH Keywords

robustnesslaw of large numbersmeasurement errorRobbins-Monro methoddecentralized and parallel stochastic approximation algorithmsparallel and distributed processing

Mathematics Subject Classification ID

Stochastic approximation (62L20) Parallel numerical computation (65Y05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Necessary and sufficient conditions for the Robbins-Monro method
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• On W.P.1 Convergence of A Parallel Stochastic Approximation Algorithm
• Distributed asynchronous deterministic and stochastic gradient optimization algorithms
• Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
• Stochastic approximation algorithms for parallel and distributed processing

This page was built for publication: On robustness of the Robbins-Monro method for parallel processing