Robustness analysis for stochastic approximation algorithms

DOI10.1080/17442508908833545zbMath0686.62061OpenAlexW2052028714MaRDI QIDQ4204968

Chen, Hanfu, Ai-Jun Gao

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833545

zbMATH Keywords

Lyapunov functionrobustnessconvergence of the Robbins-Monro stochastic approximation algorithmtruncations at randomly varying bounds

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (6)

Wong-Zakai approximations for stochastic differential equations ⋮ Asymptotic bias of stochastic gradient search ⋮ Continuous-time stochastic approximation: Convergence and asymptotic efficiency ⋮ Improved results on the robustness of stochastic approximation algorithms ⋮ Algorithms of robust stochastic optimization based on mirror descent method ⋮ Stochastic gradient algorithm with random truncations

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