GENERAL RESULTS ON THE CONVERGENCE OF STOCHASTIC ALGORITHMS

Authors
DELYON B
Citation
B. Delyon, GENERAL RESULTS ON THE CONVERGENCE OF STOCHASTIC ALGORITHMS, IEEE transactions on automatic control, 41(9), 1996, pp. 1245-1255
Citations number
20
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
41
Issue
9
Year of publication
1996
Pages
1245 - 1255
Database
ISI
SICI code
0018-9286(1996)41:9<1245:GROTCO>2.0.ZU;2-P
Abstract
A deterministic approach is proposed for proving the convergence of st ochastic algorithms of the most general form under necessary condition s on the input noise and reasonable conditions on the (nonnecessarily continuous) mean field, Emphasis is placed on the case where more than one stationary point exists, We also use this approach to prove the c onvergence of a stochastic algorithm with Markovian dynamics.