๐”– Bobbio Scriptorium
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Dynamic-stochastic analysis of satellite oceanographic measurements

โœ Scribed by V. R. Fuks

Book ID
111508282
Publisher
Allerton Press, Inc.
Year
2009
Tongue
English
Weight
79 KB
Volume
34
Category
Article
ISSN
1068-3739

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Convergence analysis of dynamic stochast
Convergence analysis of dynamic stochastic approximation
โœ Han-Fu Chen; Katsuji Uosaki ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 113 KB

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 Dupaร‚ c, and it is called as the dynamic stochastic approximation method. Its convergence properties are derived here