Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm

DOI10.1109/9.863599zbMath0981.93078OpenAlexW2137819704MaRDI QIDQ4507183

Anthony N. Michel, Miloje S. Radenkovic

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.863599

zbMATH Keywords

adaptive controllearningstochastic approximationconvergence rateoptimal stabilizationself-tuning control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)

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