Stochastic gradient algorithm with random truncations-Reference-Cited by-同舟云学术

Stochastic gradient algorithm with random truncations

Published:1997-09 Issue:2 Volume:101 Page:261-284
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Tadić Vladislav

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference21 articles.

1. Adaptive Algorithms and Stochastic Approximation;Benveniste,1990

2. Stochastic approximation with randomly varying truncations;Chen;Scientia Sinica, Series A,1986

3. Convergence and robustness of the Robins-Monro algorithm truncated at randomly varying bounds;Chen;Stochastic Processes and their Applications,1988

4. Robustness analysis for stochastic approximation algorithms;Chen;Stochastics and Stochastics Reports,1989

5. Markov Processes: Characterization and Convergence;Ethier,1986

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