Name
Abstract | ||
|---|---|---|
We study the convergence of two stochastic approxima- tion algorithms with randomized directions: the simultaneous pertur- bation stochastic approximation algorithm and the random direction Kiefer-Wolfowitz algorithm. We establish deterministic necessary and sufficient conditions on the random directions and noise sequences for both algorithms, and these conditions demonstrate the effect of the "ran- dom" directions on the "sample-path" behavior of the studied algorithms. We discuss ideas for further research in analysis and design of these algorithms. |
Year | DOI | Venue |
|---|---|---|
1998 | 10.1109/9.736077 | IEEE Transactions on Automatic Control |
Keywords | DocType | Volume |
Stochastic processes,Bifurcation,Surges,Control systems,Asymptotic stability,Lyapunov method,Feedback,Control design,Hysteresis,Backstepping | Journal | 43 |
Issue | ISSN | Citations |
12 | 0018-9286 | 12 |
PageRank | References | Authors |
1.22 | 4 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| I-Jeng Wang | 1 | 277 | 31.46 |
| Edwin K. P. Chong | 2 | 1758 | 185.45 |