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Avtomatika i Telemekhanika, 1978, Issue 6, Pages 56–66 (Mi at9749)  
Adaptive Systems

Non-Markov algorithms for statistical optimization with continuous time. II

O. Yu. Kulchitskii

Leningrad
Full-text PDF (1258 kB)
Abstract: A procedure is proposed for estimating the convergence rates of statistical optimization algorithms with continuous time of non-Markov type. Estimates of convergence rate asymptotic as $t\to\infty$ of such Robbins — Monro, Keefer — Wolfowitz, and random search algorithms.

Received: 12.05.1977
Bibliographic databases:
Document Type: Article
UDC: 62-505:518.5
Language: Russian
Citation: O. Yu. Kulchitskii, “Non-Markov algorithms for statistical optimization with continuous time. II”, Avtomat. i Telemekh., 1978, no. 6, 56–66; Autom. Remote Control, 39:6 (1978), 823–832
Citation in format AMSBIB
\Bibitem{Kul78}
\by O.~Yu.~Kulchitskii
\paper Non-Markov algorithms for statistical optimization with continuous time. II
\jour Avtomat. i Telemekh.
\yr 1978
\issue 6
\pages 56--66
\mathnet{http://mi.mathnet.ru/at9749}
\zmath{https://zbmath.org/?q=an:0419.93093}
\transl
\jour Autom. Remote Control
\yr 1978
\vol 39
\issue 6
\pages 823--832
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