Truncated stochastic approximation with moving bounds: convergence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-014-9093-6.pdf
Reference32 articles.
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3. Benveniste A, Metivier M, Priouret P (1990) Adaptive algorithms and stochastic approximation. Springer, Berlin
4. Borkar VS (2008) Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, Cambridge
5. Chen H, Guo L, Gao A (1987) Convergence and robustness of the Robbins–Monro algorithm truncated at randomly varying bounds. Stoch Process Appl 27:217231
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