Rates of Convergence for Stochastic Approximation Type Algorithms

Harold J. Kushner; Hai Huang

doi:10.1137/0317043

Rates of Convergence for Stochastic Approximation Type Algorithms

SIAM Journal on Control and Optimization ◽

10.1137/0317043 ◽

1979 ◽

Vol 17 (5) ◽

pp. 607-617 ◽

Cited By ~ 48

Author(s):

Harold J. Kushner ◽

Hai Huang

Keyword(s):

Stochastic Approximation ◽

Rates Of Convergence ◽

Approximation Type

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Rates of Convergence for Stochastic Approximation Type Algorithms.

10.21236/ada065195 ◽

1978 ◽

Author(s):

Harold J. Kushner ◽

Hai Huang

Keyword(s):

Stochastic Approximation ◽

Rates Of Convergence ◽

Approximation Type

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Stochastic approximation type nonlinear filter using empirical distribution of residuals

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)56857-3 ◽

1999 ◽

Vol 32 (2) ◽

pp. 5035-5040

Author(s):

Katsuji Uosaki ◽

Toshiharu Hatanaka

Keyword(s):

Stochastic Approximation ◽

Empirical Distribution ◽

Nonlinear Filter ◽

Approximation Type

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Choice of step-size for consensus protocol in changing conditions via stochastic approximation type algorithm

2016 International Conference on Control, Decision and Information Technologies (CoDIT) ◽

10.1109/codit.2016.7593526 ◽

2016 ◽

Cited By ~ 1

Author(s):

Konstantin Amelin ◽

Natalia Amelina ◽

Yury Ivanskiy ◽

Yuming Jiang

Keyword(s):

Stochastic Approximation ◽

Consensus Protocol ◽

Step Size ◽

Type Algorithm ◽

Approximation Type

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Convergence Rate of Discrete-Time Stochastic Approximation Type Consensus Algorithms∗∗Huaibin Tang's work was supported by the Fundamental Research Funds of Shandong University and the National Natural Science Foundation of China under grants 61174092 and 61174078. Tao Li's work was supported by the National Natural Science Foundation of China under grant 61370030.Please address all the correspondences to Tao Li: Phone: +86-21-56331183, Fax: +86-21-56331183.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.10.328 ◽

2015 ◽

Vol 48 (22) ◽

pp. 186-190

Author(s):

Huaibin Tang ◽

Tao Li

Keyword(s):

Convergence Rate ◽

Stochastic Approximation ◽

Discrete Time ◽

Natural Science ◽

Consensus Algorithms ◽

Fundamental Research ◽

Approximation Type

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Stochastic Approximation Type Nonlinear Filter with Randomly Varying Truncations

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)39908-1 ◽

2000 ◽

Vol 33 (15) ◽

pp. 1145-1150 ◽

Cited By ~ 1

Author(s):

Katsuji Uosaki ◽

Han-Fu Chen ◽

Toshiharu Hatanaka

Keyword(s):

Stochastic Approximation ◽

Nonlinear Filter ◽

Approximation Type

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Rates of Convergence of Adaptive Step-Size of Stochastic Approximation Algorithms

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.2000.6703 ◽

2000 ◽

Vol 244 (2) ◽

pp. 333-347

Author(s):

S. Shao ◽

Percy P.C. Yip

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Rates Of Convergence ◽

Step Size ◽

Adaptive Step Size ◽

Adaptive Step

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Robust Adaptive Stochastic Approximation-Type Algorithms

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)66198-6 ◽

1978 ◽

Vol 11 (1) ◽

pp. 2153-2157

Author(s):

E.P. Guilbo

Keyword(s):

Stochastic Approximation ◽

Robust Adaptive ◽

Approximation Type

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Methods of the stochastic approximation type for solving linear incorrectly posed problems

Siberian Mathematical Journal ◽

10.1007/bf00967457 ◽

1975 ◽

Vol 16 (1) ◽

pp. 9-14 ◽

Cited By ~ 2

Author(s):

A. B. Bakushinskii ◽

A. S. Apartsin

Keyword(s):

Stochastic Approximation ◽

Approximation Type

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Optimal Rubust Transformation for Nonlinear State Estimation Procedures of Stochastic Approximation Type

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)54827-2 ◽

1988 ◽

Vol 21 (9) ◽

pp. 803-808

Author(s):

K. Uosaki ◽

Y. Koketsu

Keyword(s):

State Estimation ◽

Stochastic Approximation ◽

Nonlinear State Estimation ◽

Estimation Procedures ◽

Approximation Type ◽

Nonlinear State

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A stochastic approximation type EM algorithm for the mixture problem

Stochastics and Stochastics Reports ◽

10.1080/17442509208833797 ◽

1992 ◽

Vol 41 (1-2) ◽

pp. 119-134 ◽

Cited By ~ 61

Author(s):

Gilles Celeux ◽

Jean Diebolt

Keyword(s):

Em Algorithm ◽

Stochastic Approximation ◽

Approximation Type

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