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Avtomatika i Telemekhanika, 1980, Issue 6, Pages 96–100 (Mi at7110)  
Adaptive Systems

Stochastic algorithms of optimization with Markov noises in gradient measurements

S. V. Shil'man, A. I. Yastrebov

Gorky
Full-text PDF (886 kB)
Abstract: Convergence is investigated and rates of convergence are comparatively analyzed for gradient stochastic procedures in the presence of additive noises described by difference equations.

Received: 13.03.1979
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: S. V. Shil'man, A. I. Yastrebov, “Stochastic algorithms of optimization with Markov noises in gradient measurements”, Avtomat. i Telemekh., 1980, no. 6, 96–100; Autom. Remote Control, 41:6 (1980), 817–821
Citation in format AMSBIB
\Bibitem{ShiYas80}
\by S.~V.~Shil'man, A.~I.~Yastrebov
\paper Stochastic algorithms of optimization with Markov noises in gradient measurements
\jour Avtomat. i Telemekh.
\yr 1980
\issue 6
\pages 96--100
\mathnet{http://mi.mathnet.ru/at7110}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627362}
\zmath{https://zbmath.org/?q=an:0457.90060}
\transl
\jour Autom. Remote Control
\yr 1980
\vol 41
\issue 6
\pages 817--821
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