An Averaging Method for Stochastic Approximations with Constant Parameters: Small Parameter Values,

Abstract

Stochastic approximations with constant gain coefficients and dependent noise and nonlinear or even 'discontinuous dynamics' have many applications in control, automata and communication theory. When the gain coefficient is small, an asymptotic theory is developed which gives much information on the character of the paths and errors. The method involves both 'averaging' and 'stability' ideas. The ideas are outlined. An example which illustrates the basic ideas and techniques is given. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1980
Accession Number
ADA085831

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Automata Theory
  • Brownian Motion
  • Convergence
  • Difference Equations
  • Differential Equations
  • Diffusion
  • Equations
  • Markov Processes
  • Probability
  • Random Variables
  • Sequences
  • Theorems
  • Tightness
  • Transitions
  • Truncation
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Control Systems Engineering.
  • Mathematical Modeling and Probability Theory.