An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0322002
Reference9 articles.
1. Analysis of recursive stochastic algorithms
2. Stochastic Approximation Methods for Constrained and Unconstrained Systems
3. Analysis of stochastic approximation schemes with discontinuous and dependent forcing terms with applications to data communication algorithms
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