Change-point monitoring for online stochastic approximations

DOI10.1016/j.automatica.2010.06.036zbMath1204.93110OpenAlexW2022552163MaRDI QIDQ608474

Felisa J. Vázquez-Abad, Kim Levy

Publication date: 25 November 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.036

zbMATH Keywords

weak convergencenon-stationary environmentstochastic approximationchange-point monitoringonline tracking

Mathematics Subject Classification ID

Stochastic programming (90C15) Variable structure systems (93B12) Stochastic systems in control theory (general) (93E03)

Related Items (1)

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Cites Work

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• Procedures for Reacting to a Change in Distribution
• Optimum Character of the Sequential Probability Ratio Test
• CONTINUOUS INSPECTION SCHEMES

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