GENERAL CONVERGENCE RESULTS FOR STOCHASTIC APPROXIMATIONS VIA WEAK CONVERGENCE THEORY

被引:10
作者
KUSHNER, HJ [1 ]
机构
[1] BROWN UNIV,LEFSCHETZ CTR DYNAM SYST,DIV APPL MATH,PROVIDENCE,RI 02912
关键词
D O I
10.1016/0022-247X(77)90133-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:490 / 503
页数:14
相关论文
共 18 条
[1]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[2]  
BLUM J, 1954, ANN MATH STATIST, V25, P734
[3]  
DRIML M, 1959, 2ND P PRAG C INF THE
[4]  
Fabian V., 1971, OPTIMIZING METHODS S
[5]  
FABIAN V, 1966, 4TH P PRAG C STAT DE, P277
[6]   STOCHASTIC ESTIMATION OF THE MAXIMUM OF A REGRESSION FUNCTION [J].
KIEFER, J ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (03) :462-466
[7]   STOCHASTIC APPROXIMATION ALGORITHMS FOR CONSTRAINED OPTIMIZATION PROBLEMS [J].
KUSHNER, HJ .
ANNALS OF STATISTICS, 1974, 2 (04) :713-723
[8]   STOCHASTIC APPROXIMATION OF CONSTRAINED SYSTEMS WITH SYSTEM AND CONSTRAINT NOISE [J].
KUSHNER, HJ ;
SANVICENTE, E .
AUTOMATICA, 1975, 11 (04) :375-380
[9]   STOCHASTIC-APPROXIMATION ALGORITHMS OF MULTIPLIER TYPE FOR SEQUENTIAL MONTE-CARLO OPTIMIZATION OF STOCHASTIC-SYSTEMS [J].
KUSHNER, HJ ;
KELMANSON, ML .
SIAM JOURNAL ON CONTROL, 1976, 14 (05) :827-842
[10]  
KUSHNER HJ, TO BE PUBLISHED