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Avtomatika i Telemekhanika, 1984, Issue 11, Pages 66–69 (Mi at4881)  
Adaptive Systems

On the fabian algorithm in theory of self-adjusting systems

Yu. M. Kaniovskii

Kiev
Full-text PDF (590 kB)
Abstract: The rate of convergence of the Fabian modification of Rabbins-Monro and Reefer-Wolfowitz stochastic approximation algorithm is studied for the case of a nonunique solution. From any initial approximation such algorithms, under conditions natural in this situation, are shown to converge with a positive probability to isolated stable points in the set of solutions.

Received: 01.06.1983
Bibliographic databases:
Document Type: Article
UDC: 62-506.1
Language: Russian
Citation: Yu. M. Kaniovskii, “On the fabian algorithm in theory of self-adjusting systems”, Avtomat. i Telemekh., 1984, no. 11, 66–69; Autom. Remote Control, 45:11 (1984), 1440–1443
Citation in format AMSBIB
\Bibitem{Kan84}
\by Yu.~M.~Kaniovskii
\paper On the fabian algorithm in theory of self-adjusting systems
\jour Avtomat. i Telemekh.
\yr 1984
\issue 11
\pages 66--69
\mathnet{http://mi.mathnet.ru/at4881}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=797992}
\zmath{https://zbmath.org/?q=an:0564.93070}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 11
\pages 1440--1443
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