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Volumn 43, Issue 5, 2000, Pages 531-541

Stochastic approximation with state-dependent noise

Author keywords

Convergence; State dependent noise; Stochastic approximation

Indexed keywords


EID: 0003936132     PISSN: 10069321     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (13)

References (16)
  • 1
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • Robbins, H., Monro, S. A stochastic approximation method, Ann. Math, Statist., 1951, 22: 400.
    • (1951) Ann. Math, Statist. , vol.22 , pp. 400
    • Robbins, H.1    Monro, S.2
  • 6
    • 0001079594 scopus 로고
    • Stochastic approximation of a regression function
    • Kiefer, J., Wolfowitz, J., Stochastic approximation of a regression function, Ann. Math. Stat., 1952, 23: 552.
    • (1952) Ann. Math. Stat. , vol.23 , pp. 552
    • Kiefer, J.1    Wolfowitz, J.2
  • 7
    • 0017526570 scopus 로고
    • Analysis of recursive stochastic algorithms
    • Ljung, L., Analysis of recursive stochastic algorithms, IEEE Trans. Autom. Control, 1977, 22: 551.
    • (1977) IEEE Trans. Autom. Control , vol.22 , pp. 551
    • Ljung, L.1
  • 11
    • 0033726482 scopus 로고    scopus 로고
    • Stability and instability of limit points for stochastic approximation algorithms
    • to appear
    • Fang, H. T. Chen, H. F. Stability and instability of limit points for stochastic approximation algorithms, IEEE Trans. Autom. Control., to appear.
    • IEEE Trans. Autom. Control.
    • Fang, H.T.1    Chen, H.F.2
  • 12
    • 0016485549 scopus 로고
    • Random-seeking methods for the stochastic unconstrained optimization
    • Koronaski, J. Random-seeking methods for the stochastic unconstrained optimization, Int. J. Control, 1975, 21: 517.
    • (1975) Int. J. Control , vol.21 , pp. 517
    • Koronaski, J.1
  • 13
    • 0026839090 scopus 로고
    • Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
    • Spall, J. C., Multivariate stochastic approximation using a simultaneous perturbation gradient approximation, IEEE Trans. Autom. Control., 1992, 37: 332.
    • (1992) IEEE Trans. Autom. Control. , vol.37 , pp. 332
    • Spall, J.C.1
  • 14
    • 0041571276 scopus 로고    scopus 로고
    • Convergence of SA algorithms in multi-root or multi-extreme cases
    • Chen, H. F., Convergence of SA algorithms in multi-root or multi-extreme cases, Stochastics and Stochastics Reports, 1998, 64: 255.
    • (1998) Stochastics and Stochastics Reports , vol.64 , pp. 255
    • Chen, H.F.1
  • 15
    • 0001055484 scopus 로고    scopus 로고
    • Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
    • Wang, I. J., Cong, E. K. P., Kulkarni, S. R., Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms, Advances Appl. Probability, 1996, 23: 784.
    • (1996) Advances Appl. Probability , vol.23 , pp. 784
    • Wang, I.J.1    Cong, E.K.P.2    Kulkarni, S.R.3
  • 16
    • 0032371603 scopus 로고    scopus 로고
    • Stochastic approximation with non-additive measurement noise
    • Chen, H. F., Stochastic approximation with non-additive measurement noise, J. Appl. Prob., 1998, 35: 407.
    • (1998) J. Appl. Prob. , vol.35 , pp. 407
    • Chen, H.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.