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Volumn 41, Issue 3, 1996, Pages 419-424

An alternative proof for convergence of stochastic approximation algorithms

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; FUNCTIONS; INTERPOLATION; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE;

EID: 0030109229     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.486642     Document Type: Article
Times cited : (9)

References (14)
  • 3
    • 38249037320 scopus 로고
    • Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
    • H. F. Chen, L. Guo, and A. Gao, "Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds," Stochastic Processes Applicat., vol. 27, pp. 217-231, 1988.
    • (1988) Stochastic Processes Applicat. , vol.27 , pp. 217-231
    • Chen, H.F.1    Guo, L.2    Gao, A.3
  • 4
    • 0011780422 scopus 로고
    • Necessary and sufficient conditions for the Robbins-Monro method
    • D. S. Clark, "Necessary and sufficient conditions for the Robbins-Monro method," Stochastic Processes Applicat., vol. 17, pp. 359-367, 1984.
    • (1984) Stochastic Processes Applicat. , vol.17 , pp. 359-367
    • Clark, D.S.1
  • 5
    • 0028574648 scopus 로고
    • Convergence of the Kiefer-Wolfowitz algorithm under arbitrary disturbances
    • July
    • C. Horn and S. R. Kulkarni, "Convergence of the Kiefer-Wolfowitz algorithm under arbitrary disturbances," in Proc. 1994 Amer. Contr. Conf., July 1994, pp. 2673-2674.
    • (1994) Proc. 1994 Amer. Contr. Conf. , pp. 2673-2674
    • Horn, C.1    Kulkarni, S.R.2
  • 6
    • 0001079593 scopus 로고
    • Stochastic estimation of the maximum of a regression function
    • J. Kiefer and J. Wolfowitz, "Stochastic estimation of the maximum of a regression function," Ann. Math. Stat., vol. 23, pp. 462-466, 1952
    • (1952) Ann. Math. Stat. , vol.23 , pp. 462-466
    • Kiefer, J.1    Wolfowitz, J.2
  • 7
    • 0029486562 scopus 로고
    • Necessary and sufficient conditions tor convergence of stochastic approximation algorithms under arbitrary disturbances
    • Dec.
    • S. R. Kulkarni and C. S. Horn, "Necessary and sufficient conditions tor convergence of stochastic approximation algorithms under arbitrary disturbances," in Proc. 34th Conf. Decision Contr., Dec. 1995, pp. 3843-3848.
    • (1995) Proc. 34th Conf. Decision Contr. , pp. 3843-3848
    • Kulkarni, S.R.1    Horn, C.S.2
  • 10
    • 0017526570 scopus 로고
    • Analysis of recursive stochastic algorithms
    • L. Ljung, "Analysis of recursive stochastic algorithms," IEEE Trans. Automat. Contr., vol. AC-22, pp. 551-575, 1977.
    • (1977) IEEE Trans. Automat. Contr. , vol.AC-22 , pp. 551-575
    • Ljung, L.1
  • 11
    • 0021385812 scopus 로고
    • Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
    • M. Métivier and P. Priouret, "Applications of a Kushner and Clark lemma to general classes of stochastic algorithms," IEEE Trans. Inform. Theory, vol. IT-30, pp. 140-151, 1984.
    • (1984) IEEE Trans. Inform. Theory , vol.IT-30 , pp. 140-151
    • Métivier, M.1    Priouret, P.2
  • 12
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • H. Robbins and S. Monro, "A stochastic approximation method," Ann. Math. Stat., vol. 22, pp. 400-407, 1951.
    • (1951) Ann. Math. Stat. , vol.22 , pp. 400-407
    • Robbins, H.1    Monro, S.2
  • 13
    • 33746948791 scopus 로고
    • Necessity of Kushner-Clark condition for convergence of stochastic approximation algorithms
    • I.-J. Wang, E. K. P. Chong, and S. R. Kulkarni, "Necessity of Kushner-Clark condition for convergence of stochastic approximation algorithms," in Proc. Allerton Conf., 1994.
    • (1994) Proc. Allerton Conf.
    • Wang, I.-J.1    Chong, E.K.P.2    Kulkarni, S.R.3
  • 14
    • 0001055484 scopus 로고    scopus 로고
    • Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
    • to appear Sept.
    • _, "Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms," to appear in Adv. Appl. Probability, Sept. 1996.
    • (1996) Adv. Appl. Probability


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.