Passive stochastic approximation

zbMath0719.62092MaRDI QIDQ2640289

Alexandre B. Tsybakov, Alexander Nazin, Boris T. Polyak

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

convergence ratemean square convergencealmost surely convergencepassive stochastic approximationrandom error at random pointsselection of the optimal parameters

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Iterative processes: A survey of convergence theory using Lyapunov second method ⋮ Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ Unnamed Item ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ Stochastic approximation search algorithms with randomization at the input ⋮ A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications

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