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Avtomatika i Telemekhanika, 1984, Issue 12, Pages 78–93 (Mi at4904)  
This article is cited in 2 scientific papers (total in 2 papers)

Asymptotical properties of stochastic approximation procedures with dependent noises

A. S. Poznyak, D. O. Chikin

Moscow
Full-text PDF (1598 kB) Citations (2)
Abstract: The paper is concerned with asymptotical properties of a scalar stochastic approximation procedure with dependent noise which contaminates observations of the gradient of the function to be optimized. Sufficient conditions are established for convergence almost surely and for mean square convergence and conditions are provided which ensure asymptotic normality. The rate of convergence is computed. Examples of different noise dependences are studied.

Received: 02.06.1983
Bibliographic databases:
Document Type: Article
UDC: 62-505:621.391.8
Language: Russian
Citation: A. S. Poznyak, D. O. Chikin, “Asymptotical properties of stochastic approximation procedures with dependent noises”, Avtomat. i Telemekh., 1984, no. 12, 78–93; Autom. Remote Control, 45:12 (1984), 1601–1615
Citation in format AMSBIB
\Bibitem{PozChi84}
\by A.~S.~Poznyak, D.~O.~Chikin
\paper Asymptotical properties of stochastic approximation procedures with dependent noises
\jour Avtomat. i Telemekh.
\yr 1984
\issue 12
\pages 78--93
\mathnet{http://mi.mathnet.ru/at4904}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=795643}
\zmath{https://zbmath.org/?q=an:0603.62091}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 12
\pages 1601--1615
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  • https://www.mathnet.ru/eng/at/y1984/i12/p78
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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