Stochastic approximation with random truncations, state-dependent noise and discontinuous dynamics

DOI10.1080/17442509808834169zbMath1043.62526OpenAlexW2003931210MaRDI QIDQ4510198

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Publication date: 23 October 2000

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

Full work available at URL: https://doi.org/10.1080/17442509808834169

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (7)

Stochastic recursive inclusions with non-additive iterate-dependent Markov noise ⋮ Asymptotic behavior of truncated stochastic approximation procedures ⋮ Truncated stochastic approximation with moving bounds: convergence ⋮ Markovian stochastic approximation with expanding projections ⋮ Rate of convergence of truncated stochastic approximation procedures with moving bounds ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

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