Title :
Asymptotic behavior of stochastic approximation and large deviations
Author :
Kushner, H. ; Kushner, Harold J.
Author_Institution :
Brown University, Providence, RI, USA
fDate :
11/1/1984 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103434
