Convergence analysis of dynamic stochastic approximation
文献类型：期刊论文
| 作者 | Chen, HF; Uosaki, K |
| 刊名 | SYSTEMS & CONTROL LETTERS
 |
| 出版日期 | 1998-12-14 |
| 卷号 | 35期号:5页码:309-315 |
| 关键词 | dynamic stochastic approximation w.p.1 convergence randomly varying truncation |
| ISSN号 | 0167-6911 |
| 英文摘要 | 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. |
| WOS研究方向 | Automation & Control Systems ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000081092200006 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14012]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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