کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155054 958436 2006 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sufficient and necessary condition for the convergence of stochastic approximation algorithms
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Sufficient and necessary condition for the convergence of stochastic approximation algorithms
چکیده انگلیسی

We present a sufficient and necessary condition for the convergence of stochastic approximation algorithms, which were proposed 50 years ago, have been widely applied to various areas and intensively investigated in theory. In the literature, only various sufficient conditions are known. The obtained condition is simple and has a clear physical meaning.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 76, Issue 2, 15 January 2006, Pages 203–210
نویسندگان
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