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I,II Convergence and Rate of Convergence Theorems for Constrained and Unconstrained Stochastic Approximation,via Weak Convergence Methods. III Numerical Studies for Constrained Stochastic Approximation Problems,

机译：I，II收敛性和受约束和无约束随机逼近的收敛速度定理，通过弱收敛方法。 III约束随机逼近问题的数值研究，

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This report contains 3papers. The first two deal with applications of the theory of weak convergence to general results in constrained and unconstrained stochastic approximation. The third paper gives an extensive discussion of the numerical properties of four algorithms for the constrained case.

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作者
kushner,harold j. lakshmivarahan, s.;
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年度 1977
页码 1-139
总页数 139
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
stochastic processesweak convergence; monte carlo method; approximation(mathematics); stability; differential equations; random variables; parameters; optimization; decision theory; convergence; rates; control; lyapunov functions; numerical analysis; algorithms; theorems;

机译：随机过程弱收敛;蒙特卡罗方法;近似（数学）;稳定性;微分方程;随机变量;参数;优化;决策理论;收敛性;速率;控制; Lyapunov函数;数值分析;算法;定理;

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专利

1. Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes [J] . Mihaly Kovacs, Stig Larsson, Fredrik Lindgren BIT numerical mathematics . 2013,第2期

机译：具有加性噪声的线性随机演化方程有限元逼近的弱收敛。完全离散的方案
2. WEAK CONVERGENCE RATES OF POPULATION VERSUS SINGLE-CHAIN STOCHASTIC APPROXIMATION MCMC ALGORITHMS [J] . Song Qifan, Wu Mingqi, Liang Faming Advances in applied probability . 2014,第4期

机译：人口与单链随机逼近MCMC算法的弱收敛速度
3. Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations [J] . Kyoung-Sook Moon, Anders Szepessy, Raul Tempone, Stochastic Analysis and Applications . 2005,第3期

机译：随机微分方程自适应弱逼近的收敛速度。
4. Stochastic approximation: rate of convergence for constrained problems, and applications to Lagrangian algorithms [C] . Buche, R., Kushner, . 1999

机译：随机逼近：约束问题的收敛速度及其在拉格朗日算法中的应用
5. Stability and convergence results for difference approximations of overdetermined differential-algebraic equations with application to implicit integration of constrained mechanical system dynamics. [D] . Lee, Ming-Gong. 1992

机译：超定微分代数方程差分逼近的稳定性和收敛性结果在约束机械系统动力学的隐式积分中的应用。
6. Local convergence theorems for adaptive stochastic approximation schemes [O] . T. L. Lai, Herbert Robbins 1979

机译：自适应随机逼近方案的局部收敛定理
7. Weak Convergence Rates for Euler-Type Approximations of Semilinear Stochastic Evolution Equations with Nonlinear Diffusion Coefficients [O] . Arnulf Jentzen, Ryan Kurniawan 2020

机译：半线性欧拉型近似的弱收敛速度具有非线性扩散系数的随机演化方程

I,II Convergence and Rate of Convergence Theorems for Constrained and Unconstrained Stochastic Approximation,via Weak Convergence Methods. III Numerical Studies for Constrained Stochastic Approximation Problems,

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