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
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