Convergence analysis of smoothed stochastic gradient-type algorithm

DOI10.1080/00207728708964032zbMath0627.93080OpenAlexW2004585872MaRDI QIDQ3764033

Nadav Berman, Arie Feuer, Elias Wahnon

Publication date: 1987

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728708964032

zbMATH Keywords

algorithmparameter estimationnoise reductioneffect of noise

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12) Methods of reduced gradient type (90C52) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
• Convergence of an adaptive linear estimation algorithm
• Analysis of recursive stochastic algorithms