Name
Abstract | ||
|---|---|---|
A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1016/j.sysconle.2012.02.005 | Systems & Control Letters |
Keywords | Field | DocType |
Stochastic approximation,Almost sure boundedness,Step size adaptation,Limiting o.d.e | Differential equation,Lyapunov function,Mathematical optimization,Mathematical analysis,Bounded set,Iterated function,Scaling,Stochastic approximation,Mathematics,Limiting,Arbitrarily large | Journal |
Volume | Issue | ISSN |
61 | 4 | 0167-6911 |
Citations | PageRank | References |
1 | 0.37 | 4 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sameer Kamal | 1 | 4 | 1.07 |