• DocumentCode
    1411915
  • Title

    On the Stochastic Approximation Coefficients

  • Author

    Kirvaitis, K.

  • Author_Institution
    Department of Electrical Engineering, Illinois Institute of Technology, Chicago, Ill. 60616.
  • Issue
    2
  • fYear
    1974
  • fDate
    3/1/1974 12:00:00 AM
  • Firstpage
    217
  • Lastpage
    219
  • Abstract
    A simple and straightforward derivation of the optimal form for the Kiefer-Wolfowitz stochastic approximation coefficients is presented. The results follow immediately from the mean-square sense convergence proof for the Kiefer-Wolfowitz algorithm by minimizing the upper bound of the error variance.
  • Keywords
    Application software; Bridges; Computer applications; Difference equations; Dynamic programming; Functional programming; Markov processes; Mathematical programming; Processor scheduling; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Systems, Man and Cybernetics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9472
  • Type

    jour

  • DOI
    10.1109/TSMC.1974.5409119
  • Filename
    5409119
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1411915