Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

Abdelkader Mokkadem; Mariane Pelletier

doi:10.1214/105051606000000448

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

The Annals of Applied Probability ◽

10.1214/105051606000000448 ◽

2006 ◽

Vol 16 (3) ◽

pp. 1671-1702 ◽

Cited By ~ 7

Author(s):

Abdelkader Mokkadem ◽

Mariane Pelletier

Keyword(s):

Approximation Algorithms ◽

Convergence Rate ◽

Stochastic Approximation ◽

Time Scale

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Asymptotic properties of two time-scale stochastic approximation algorithms with constant step sizes

Proceedings of the 2003 American Control Conference, 2003. ◽

10.1109/acc.2003.1240536 ◽

2004 ◽

Cited By ~ 4

Author(s):

V.B. Tadic ◽

S.P. Meyn

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Time Scale ◽

Asymptotic Properties

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Convergence Rate of Stochastic Approximation Algorithms in the Degenerate Case

SIAM Journal on Control and Optimization ◽

10.1137/s0363012995281730 ◽

1998 ◽

Vol 36 (1) ◽

pp. 100-114 ◽

Cited By ~ 5

Author(s):

Han-Fu Chen

Keyword(s):

Approximation Algorithms ◽

Convergence Rate ◽

Stochastic Approximation ◽

Degenerate Case

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On the robustness of two time-scale stochastic approximation algorithms

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1429656 ◽

2004 ◽

Author(s):

V.B. Tadic

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Time Scale

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Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms

Automation and Remote Control ◽

10.1134/s0005117916080063 ◽

2016 ◽

Vol 77 (8) ◽

pp. 1399-1402

Author(s):

T. P. Krasulina

Keyword(s):

Approximation Algorithms ◽

Convergence Rate ◽

Stochastic Approximation

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Convergence rate of linear two-time-scale stochastic approximation

The Annals of Applied Probability ◽

10.1214/105051604000000116 ◽

2004 ◽

Vol 14 (2) ◽

pp. 796-819 ◽

Cited By ~ 32

Author(s):

Vijay R. Konda ◽

John N. Tsitsiklis

Keyword(s):

Convergence Rate ◽

Stochastic Approximation ◽

Time Scale

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Almost sure convergence of two time-scale stochastic approximation algorithms

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1384505 ◽

2004 ◽

Author(s):

V.B. Tadic

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Time Scale ◽

Almost Sure Convergence

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Diffusion approximation for two time-scale stochastic approximation algorithms with constant step sizes

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1429409 ◽

2004 ◽

Cited By ~ 2

Author(s):

V.B. Tadic

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Diffusion Approximation ◽

Time Scale

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NN-approach to design of the optimal stochastic approximation algorithms

International Conference on Control '94 ◽

10.1049/cp:19940173 ◽

1994 ◽

Cited By ~ 1

Author(s):

A.V. Nazin

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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Necessary and sufficient conditions for convergence of stochastic approximation algorithms under arbitrary disturbances

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.479197 ◽

2002 ◽

Cited By ~ 2

Author(s):

S.R. Kulkarni ◽

C.S. Horn

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Sufficient Conditions For Convergence ◽

Necessary And Sufficient

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Linear and Nonlinear Stochastic Approximation Algorithms for Learning Systems

Pattern Recognition and Machine Learning ◽

10.1007/978-1-4615-7566-5_2 ◽

1971 ◽

pp. 18-28

Author(s):

Y. T. Chien

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Learning Systems ◽

Linear And Nonlinear

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