Convergence analysis of dynamic stochastic approximation

DOI10.1016/S0167-6911(98)00077-2zbMath0909.93081MaRDI QIDQ1275559

Katsuji Uosaki, Chen, Hanfu

Publication date: 12 January 1999

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

zbMATH Keywords

randomly varying truncationdynamic stochastic approximationw.p.1 convergence

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)

Cites Work

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• Some generalizations of dynamic stochastic approximation processes
• Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
• Continuous-time stochastic approximation: Convergence and asymptotic efficiency
• A Dynamic Stochastic Approximation Method
• Stochastic approximations in the presence of trend
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method

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