메뉴 건너뛰기




Volumn 36, Issue 1, 1998, Pages 100-114

Convergence rate of stochastic approximation algorithms in the degenerate case

Author keywords

Convergence rate; Stochastic approximation

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; RANDOM PROCESSES;

EID: 0031647921     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995281730     Document Type: Article
Times cited : (4)

References (10)
  • 1
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • H. ROBBINS AND S. MONRO, A stochastic approximation method, Ann. Math. Statist., 22 (1951), pp. 400-407.
    • (1951) Ann. Math. Statist. , vol.22 , pp. 400-407
    • Robbins, H.1    Monro, S.2
  • 6
    • 0347671388 scopus 로고
    • On Ljung's approach to system parameter identification
    • preprint, M. Blanke and T. Söderström, eds., Copenhagen
    • H.-F. CHEN, T. DUNCAN, AND B. PASIK-DUNCAN, On Ljung's approach to system parameter identification, in 10th IFAC Symposium on Systems Identification, Vol. 2, preprint, M. Blanke and T. Söderström, eds., Copenhagen, 1994, pp. 667-671.
    • (1994) 10th IFAC Symposium on Systems Identification , vol.2 , pp. 667-671
    • Chen, H.-F.1    Duncan, T.2    Pasik-Duncan, B.3
  • 8
    • 85034286662 scopus 로고    scopus 로고
    • Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
    • accepted for publication
    • I. J. WANG, E. K. P. CHONG, AND S. R. KULKARNI, Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms, Adv. in Appl. Probab., accepted for publication.
    • Adv. in Appl. Probab.
    • Wang, I.J.1    Chong, E.K.P.2    Kulkarni, S.R.3
  • 9
    • 0027734450 scopus 로고
    • Convergence of the Robbins-Monro algorithm under arbitrary disturbances
    • S. R. KULKARNI AND C. HORN, Convergence of the Robbins-Monro algorithm under arbitrary disturbances, in Proc. of 32nd Conf. on Decision and Control, 1993, pp. 537-538.
    • (1993) Proc. of 32nd Conf. on Decision and Control , pp. 537-538
    • Kulkarni, S.R.1    Horn, C.2
  • 10
    • 11644304413 scopus 로고
    • Alternative approach and conditions for convergence of stochastic approximation algorithms
    • New Orleans, IEEE Control Systems Society
    • S. R. KULKARNI AND C. HORN, Alternative approach and conditions for convergence of stochastic approximation algorithms, in Proc. 34th Conf. on Decision and Control, New Orleans, IEEE Control Systems Society, 1995.
    • (1995) Proc. 34th Conf. on Decision and Control
    • Kulkarni, S.R.1    Horn, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.