• DocumentCode
    843859
  • Title

    Asymptotic behavior of stochastic approximation and large deviations

  • Author

    Kushner, H. ; Kushner, Harold J.

  • Author_Institution
    Brown University, Providence, RI, USA
  • Volume
    29
  • Issue
    11
  • fYear
    1984
  • fDate
    11/1/1984 12:00:00 AM
  • Firstpage
    984
  • Lastpage
    990
  • Abstract
    The theory of large deviations is applied to the study of the asymptotic properties of the stochastic approximation algorithms
  • Keywords
    Stochastic approximation; Algorithm design and analysis; Approximation algorithms; Convergence; Covariance matrix; Gaussian noise; Interpolation; Mathematics; Optimal control; Stochastic processes; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103434
  • Filename
    1103434
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=843859