Work

Stochastic Approximation Algorithms and Applications

Year: 1998

Type: article

Abstract: Applications and issues application to learning, state dependent noise and queueing applications to signal processing and adaptive control mathematical background convergence with probability one - Martingale difference noise convergence with probability one - correlated noise weak convergence - introduction weak convergence methods for general algorithms applications - proofs of convergence rate of convergence averaging of the iterates distributed/decentralized and asynchronous algorithms.

Source: Journal of the American Statistical Association

DOI: 10.2307/2669885

Authors: Anatolii Puhalskii, Harold J. Kushner, G. George Yin

Institutions: Centre National de la Recherche Scientifique, Wayne State University, Brown University, Université Pierre-et-Marie-Curie, Columbia University

Language: English

Topic: Simulation Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2531891978

FWCI: 67.19

Cites:

Cited by: 992

Related to: 10