I, II Convergence and Rate of Convergence Theorems for Constrained and Unconstrained Stochastic Approximation, via Weak Convergence Methods. III Numerical Studies for Constrained Stochastic Approximation Problems,

Abstract

This report contains 3 papers. The first two deal with applications of the theory of weak convergence to general results in constrained and unconstrained stochastic approximation. The third paper gives an extensive discussion of the numerical properties of four algorithms for the constrained case.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA032824

Entities

People

  • Harold J. Kushner
  • S. Lakshmivarahan

Organizations

  • Brown University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Convergence
  • Data Science
  • Differential Equations
  • Equations
  • Information Science
  • Mathematics
  • Observation
  • Optimization
  • Probability
  • Random Variables
  • Real Numbers
  • Stationary Processes
  • Statistical Algorithms
  • Statistics
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)