Exponential stability of modified stochastic approximation procedure.

Rodkina, Alexandra; Lynch, O'Neil

Applied Mathematics E-Notes [electronic only] (2002)

  • Volume: 2, page 102-109
  • ISSN: 1607-2510

How to cite

top

Rodkina, Alexandra, and Lynch, O'Neil. "Exponential stability of modified stochastic approximation procedure.." Applied Mathematics E-Notes [electronic only] 2 (2002): 102-109. <http://eudml.org/doc/49399>.

@article{Rodkina2002,
author = {Rodkina, Alexandra, Lynch, O'Neil},
journal = {Applied Mathematics E-Notes [electronic only]},
keywords = {modified stochastic approximation; almost-sure boundedness; exponential stability; convergence of nonnegative semimartingales},
language = {eng},
pages = {102-109},
publisher = {Department of Mathematics, Tsing Hua University},
title = {Exponential stability of modified stochastic approximation procedure.},
url = {http://eudml.org/doc/49399},
volume = {2},
year = {2002},
}

TY - JOUR
AU - Rodkina, Alexandra
AU - Lynch, O'Neil
TI - Exponential stability of modified stochastic approximation procedure.
JO - Applied Mathematics E-Notes [electronic only]
PY - 2002
PB - Department of Mathematics, Tsing Hua University
VL - 2
SP - 102
EP - 109
LA - eng
KW - modified stochastic approximation; almost-sure boundedness; exponential stability; convergence of nonnegative semimartingales
UR - http://eudml.org/doc/49399
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.