ASYMPTOTIC PROPERTIES OF DISTRIBUTED AND COMMUNICATING STOCHASTIC-APPROXIMATION ALGORITHMS

被引:74
作者
KUSHNER, HJ
YIN, G
机构
关键词
D O I
10.1137/0325070
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:1266 / 1290
页数:25
相关论文
共 14 条
[1]  
Bertsekas D., 1984, CONVERGENCE THEORIES
[2]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[3]   STABILITY AND CONTROL OF STOCHASTIC-SYSTEMS WITH WIDEBAND NOISE DISTURBANCES .1. [J].
BLANKENSHIP, G ;
PAPANICOLAOU, GC .
SIAM JOURNAL ON APPLIED MATHEMATICS, 1978, 34 (03) :437-476
[4]   STOCHASTIC APPROXIMATIONS VIA LARGE DEVIATIONS - ASYMPTOTIC PROPERTIES [J].
DUPUIS, P ;
KUSHNER, HJ .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1985, 23 (05) :675-696
[5]  
Korostelev, 1984, STOCHASTIC RECURRENT
[6]  
Kurtz T.G., 1981, CBMS NSF REGIONAL C, V36
[7]  
Kushner H. J., 1984, APPROXIMATION WEAK C
[8]   AN INVARIANT MEASURE APPROACH TO THE CONVERGENCE OF STOCHASTIC APPROXIMATIONS WITH STATE DEPENDENT NOISE [J].
KUSHNER, HJ ;
SHWARTZ, A .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1984, 22 (01) :13-27
[9]   ASYMPTOTIC PROPERTIES OF STOCHASTIC APPROXIMATIONS WITH CONSTANT-COEFFICIENTS [J].
KUSHNER, HJ ;
HUANG, H .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1981, 19 (01) :87-105
[10]   AVERAGING METHODS FOR THE ASYMPTOTIC ANALYSIS OF LEARNING AND ADAPTIVE SYSTEMS, WITH SMALL ADJUSTMENT RATE [J].
KUSHNER, HJ ;
HUANG, H .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1981, 19 (05) :635-650