Convergence analysis of dynamic stochastic approximation

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	Convergence analysis of dynamic stochastic approximation
	Chen, HF ; Uosaki, K
	1998-12-14
发表期刊	SYSTEMS & CONTROL LETTERS
ISSN	0167-6911
卷号	35 期号:5 页码:309-315
摘要	Stochastic approximation method concerns the sequential estimation of the root or the extreme of a function observed with noise. The idea is then extended to the moving root case by Dupac, and it is called as the dynamic stochastic approximation method. Its convergence properties are derived here by using a randomly varying truncation technique under weaker conditions in comparison with the previous work: the growth rate restriction on the function has been removed and the condition on the observation noises has been weakened to the possibly weakest ones. (C) 1998 Elsevier Science B.V. All rights reserved.
关键词	dynamic stochastic approximation w.p.1 convergence randomly varying truncation
语种	英语
WOS研究方向	Automation & Control Systems ; Operations Research & Management Science
WOS类目	Automation & Control Systems ; Operations Research & Management Science
WOS记录号	WOS:000081092200006
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14013
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, HF
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China 2.Tottori Univ, Dept Informat & Knowledge Engn, Tottori 680, Japan
推荐引用方式 GB/T 7714	Chen, HF,Uosaki, K. Convergence analysis of dynamic stochastic approximation[J]. SYSTEMS & CONTROL LETTERS,1998,35(5):309-315.
APA	Chen, HF,&Uosaki, K.(1998).Convergence analysis of dynamic stochastic approximation.SYSTEMS & CONTROL LETTERS,35(5),309-315.
MLA	Chen, HF,et al."Convergence analysis of dynamic stochastic approximation".SYSTEMS & CONTROL LETTERS 35.5(1998):309-315.