论文信息 - Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds - 字舞流文

Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds

Han-Fu Chen | Lei Guo | A. Gao

[1] S. Deng. A combined algorithm for identification and approximation , 1987 .

[2] Han-Fu Chen,et al. CONTINUOUS-TIME STOCHASTIC APPROXIMATION PROCEDURE WITH RANDOMLY VARYING TRUNCATIONS , 1987 .

[3] D. Clark. Necessary and sufficient conditions for the Robbins-Monro method , 1984 .

[4] V. Solo. Stochastic approximation with dependent noise , 1982 .

[5] STOCHASTIC APPROXIMATION WITH ARMA MEASUREMENT ERRORS , 1982 .

[6] L. Ljung. Strong Convergence of a Stochastic Approximation Algorithm , 1978 .

[7] Harold J. Kushner,et al. wchastic. approximation methods for constrained and unconstrained systems , 1978 .

[8] Lennart Ljung,et al. Analysis of recursive stochastic algorithms , 1977 .

[9] Mikhail Borisovich Nevelʹson,et al. Stochastic Approximation and Recursive Estimation , 1976 .