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Avtomatika i Telemekhanika, 2018, Issue 2, Pages 106–108
(Mi at14716)
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Stochastic Systems
On one-sided convergence of a modified stochastic approximation process
T. P. Krasulina St. Petersburg State University, St. Petersburg, Russia
Abstract:
We study the one-sided convergence of the modified Anbar's process in previously unexplored cases of the choice of the sequence of steps.
Keywords:
stochastic approximation, Anbar's process, one-sided convergence, slowly changing sequence of numbers, Kroneker's lemma.
Citation:
T. P. Krasulina, “On one-sided convergence of a modified stochastic approximation process”, Avtomat. i Telemekh., 2018, no. 2, 106–108; Autom. Remote Control, 79:2 (2018), 286–288
Linking options:
https://www.mathnet.ru/eng/at14716 https://www.mathnet.ru/eng/at/y2018/i2/p106
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Statistics & downloads: |
Abstract page: | 165 | Full-text PDF : | 22 | References: | 32 | First page: | 12 |
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