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Avtomatika i Telemekhanika, 1980, Issue 10, Pages 91–97 (Mi at7202)  
This article is cited in 5 scientific papers (total in 5 papers)

Adaptive Systems

Robust pseudogradient adaptation algorithms

B. T. Polyak, Ya. Z. Tsypkin

Moscow
Full-text PDF (1271 kB) Citations (5)
Abstract: A recurrence algorithm is proposed for finding the unconditional extremum of a function with random noises in computing its gradient without a need to know precisely the noise distribution lae. The algorithm is proved to be optimal in the asymptotically minimax sense for this kind of noise. Relation with robust procedures in statistics is discussed.

Received: 01.11.1979
Bibliographic databases:
Document Type: Article
UDC: 62-506
Language: Russian
Citation: B. T. Polyak, Ya. Z. Tsypkin, “Robust pseudogradient adaptation algorithms”, Avtomat. i Telemekh., 1980, no. 10, 91–97; Autom. Remote Control, 41:10 (1981), 1404–1409
Citation in format AMSBIB
\Bibitem{PolTsy80}
\by B.~T.~Polyak, Ya.~Z.~Tsypkin
\paper Robust pseudogradient adaptation algorithms
\jour Avtomat. i Telemekh.
\yr 1980
\issue 10
\pages 91--97
\mathnet{http://mi.mathnet.ru/at7202}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=649135}
\zmath{https://zbmath.org/?q=an:0465.93094}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 10
\pages 1404--1409
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  • https://www.mathnet.ru/eng/at7202
  • https://www.mathnet.ru/eng/at/y1980/i10/p91
    • This publication is cited in the following 5 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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    Full-text PDF :174
     
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