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scientific article; zbMATH DE number 4001256 - MaRDI portal

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zbMath0617.62089MaRDI QIDQ4727236

Chen, Hanfu

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lyapunov function correlated noise gradient randomly varying truncations searching the extremum two-step stochastic approximation algorithm

Mathematics Subject Classification ID

Stochastic approximation (62L20) Methods of reduced gradient type (90C52)

Related Items (1)

Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds

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