Abstract:
Stochastic approximation algorithms of the form xn+1 = xn + an G(xn, En) are treated where G(x, E) is bounded but might be discontinuous. The method of averaging and Liap...Show MoreMetadata
Abstract:
Stochastic approximation algorithms of the form xn+1 = xn + an G(xn, En) are treated where G(x, E) is bounded but might be discontinuous. The method of averaging and Liapunov's direct method are combined to get tightness of {xn, n ≥ 0} and weak convergence result of xn, as n goes to +∞.
Published in: 1982 21st IEEE Conference on Decision and Control
Date of Conference: 08-10 December 1982
Date Added to IEEE Xplore: 02 April 2007
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