• DocumentCode
    3046077
  • Title

    Weak convergence for stochastic approximation algorithms with bounded but discontinuous driving forces

  • Author

    Hai Huang

  • Author_Institution
    Washington University, St. Louis, Missouri
  • fYear
    1982
  • fDate
    8-10 Dec. 1982
  • Firstpage
    536
  • Lastpage
    537
  • Abstract
    Stochastic approximation algorithms of the form xn+1 = xn + an G(xn, ??n) are treated where G(x, ??) is bounded but might be discontinuous. The method of averaging and Liapunov´s direct method are combined to get tightness of {xn, n ?? 0} and weak convergence result of xn, as n goes to +??.
  • Keywords
    Adaptive systems; Approximation algorithms; Convergence; Random variables; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1982 21st IEEE Conference on
  • Conference_Location
    Orlando, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1982.268200
  • Filename
    4047303