๐”– Bobbio Scriptorium
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One-sided convergence of continuous processes of stochastic approximation

โœ Scribed by S. V. Komarov; T. P. Krasulina


Publisher
Springer US
Year
1999
Tongue
English
Weight
243 KB
Volume
93
Category
Article
ISSN
1573-8795

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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