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Avtomatika i Telemekhanika, 1980, Issue 8, Pages 74–84 (Mi at7155)  
This article is cited in 4 scientific papers (total in 4 papers)

Adaptive Systems

Optimal pseudogradient adaptation algorithms

B. T. Polyak, Ya. Z. Tsypkin

Moscow
Full-text PDF (2058 kB) Citations (4)
Abstract: The asymptotic rate of convergence of pseudogradient algorithms is investigated with a view to finding the unconditional extremum of the function in the presence of random noises in computing its gradient. Optimal pseudogradient algorithms are found which insure the maximal rate. Optimal pseudogradient algorithms require nonlinear transformation of the gradient; the form of that transformation is dictated by the noise distribution law.

Received: 01.11.1979
Bibliographic databases:
Document Type: Article
UDC: 62-506
Language: Russian
Citation: B. T. Polyak, Ya. Z. Tsypkin, “Optimal pseudogradient adaptation algorithms”, Avtomat. i Telemekh., 1980, no. 8, 74–84; Autom. Remote Control, 41:8 (1981), 1101–1110
Citation in format AMSBIB
\Bibitem{PolTsy80}
\by B.~T.~Polyak, Ya.~Z.~Tsypkin
\paper Optimal pseudogradient adaptation algorithms
\jour Avtomat. i Telemekh.
\yr 1980
\issue 8
\pages 74--84
\mathnet{http://mi.mathnet.ru/at7155}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627382}
\zmath{https://zbmath.org/?q=an:0462.49036}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 8
\pages 1101--1110
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  • https://www.mathnet.ru/eng/at7155
  • https://www.mathnet.ru/eng/at/y1980/i8/p74
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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