An alternative proof for convergence of stochastic approximationalgorithms

Kulkarni S.R.; Horn C.S.

首页> 外文期刊>IEEE Transactions on Automatic Control >An alternative proof for convergence of stochastic approximationalgorithms

【24h】

An alternative proof for convergence of stochastic approximationalgorithms

机译：随机近似算法收敛的另一种证明

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

An alternative proof for convergence of stochastic approximation algorithms is provided. The proof is completely deterministic, very elementary (involving only basic notions of convergence), and direct in that it remains in a discrete setting. An alternative form of the Kushner-Clark condition is introduced and utilized and the results are the first to prove necessity for general gain sequences in a Hilbert space setting

机译：提供了随机逼近算法收敛的另一种证明。该证明是完全确定性的，非常基础的（仅涉及收敛的基本概念），并且直接因为它保持在离散的环境中。引入并利用了Kushner-Clark条件的另一种形式，该结果首次证明了希尔伯特空间设置中一般增益序列的必要性

著录项

来源
《IEEE Transactions on Automatic Control》 |1996年第3期|p.419-424|共6页
作者
Kulkarni S.R.; Horn C.S.;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类自动化系统;
关键词
Hilbert spaces; approximation theory; convergence of numerical methods; Hilbert space; convergence; deterministic proof; general gain sequences; stochastic approximation algorithms;

机译：希尔伯特空间;逼近理论;数值方法的收敛性;希尔伯特空间;收敛性;确定性证明;一般增益序列;随机逼近算法;

相似文献

外文文献
中文文献
专利

1. An alternative proof for convergence of stochastic approximation algorithms [J] . Kulkarni S.R., Horn C.S. IEEE Transactions on Automatic Control . 1996,第3期

机译：随机逼近算法收敛的另一种证明
2. Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments [J] . Bandarra Michelle, Guigues Vincent Computational management science . 2021,第2期

机译：多级随机线性课程剪切选择单切割和多型随机双动脉编程：收敛证明和数值实验
3. From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index α ∈ (1/8,1/4) [J] . Magnen J., Unterberger J. Annales Henri Poincare . 2012,第2期

机译：从建构场论到分数阶随机演算。（II）Hurst指数α∈（1 / 8,1 / 4）的分数布朗运动的Lévy区域的收敛性的构造性证明。
4. A Decompositional Proof Scheme for Automated Convergence Proofs of Stochastic Hybrid Systems [C] . Jens Oehlerking, Oliver Theel Automated technology for verification and analysis . 2009

机译：随机混合系统自动收敛性证明的分解证明方案
5. THE MARTINGALE CONVERGENCE THEOREM: A HISTORICAL SURVEY OF ITS PROOFS. [D] . HAYSLETT, HOMER THORNTON, JR. 1976

机译：TING收敛定理：其过程的历史调查。
6. Sexual selection and alternative mating behaviours generate demographic stochasticity in small populations. [O] . Ryan Calsbeek, Suzanne H Alonzo, Kelly Zamudio, 2002

机译：性选择和其他交配行为会在少数人群中产生人口统计的随机性。
7. From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the L\'evy area of fractional Brownian motion with Hurst index $\alpha\in(1/8,1/4)$ [O] . Magnen, Jacques, Unterberger, Jérémie 2011

机译：从建构领域理论到分数随机微积分。（II）分数布朗运动L \'evy区域的收敛性构造证明运动与Hurst索引$ \ alpha \ in（1 / 8,1 / 4）$
8. Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue inSteady-State [R] . Glynn, P. W., L'Ecuyer, P. 1993

机译：模拟随机优化：稳态GI / G / 1排队的收敛性证明

An alternative proof for convergence of stochastic approximationalgorithms

摘要

著录项

相似文献

相关主题

期刊订阅