Stochastic approximation with two time scales

被引：250

作者：

Borkar, VS

机构：

[1] Dept. of Comp. Sci. and Automation, Indian Institute of Science

来源：

SYSTEMS & CONTROL LETTERS | 1997年 / 29卷 / 05期

关键词：

stochastic approximation; two time scales; Ode limit; singular differential equations;

D O I：

10.1016/S0167-6911(97)90015-3

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Asymptotic behaviour of a two time scale stochastic approximation algorithm is analysed in terms of a related singular ordinary differential equation.

引用

页码：291 / 294

页数：4

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