Stability and instability of limit points for stochastic approximation algorithms

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	Stability and instability of limit points for stochastic approximation algorithms
	Fang, HT; Chen, HF
	2000-03-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	45 期号:3 页码:413-420
摘要	It Is shown that the limit points of a stochastic approximation (SA) algorithm compose a connected set. Conditions are given to guarantee the uniqueness of the limit point for a given initial value. Examples are provided wherein {x(n)} of SA algorithm converges to a limit (x) over bar independent of initial values, hut (x) over bar is unstable for the differential equation (x) over dot = f(x) with a nonnegative Lyapunov function. Finally, sufficient conditions are given for stability of (x) over dot = f(x) at (x) over bar if {x(n)} tends to (x) over bar for any initial values.
关键词	pathwise convergent stable/instable limit point stochastic approximation
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000087712300003
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15509
专题	中国科学院数学与系统科学研究院
通讯作者	Fang, HT
作者单位	Chinese Acad Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Fang, HT,Chen, HF. Stability and instability of limit points for stochastic approximation algorithms[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2000,45(3):413-420.
APA	Fang, HT,&Chen, HF.(2000).Stability and instability of limit points for stochastic approximation algorithms.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,45(3),413-420.
MLA	Fang, HT,et al."Stability and instability of limit points for stochastic approximation algorithms".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 45.3(2000):413-420.