{"title":"Open Problem—Adaptive Constant-Step Stochastic Approximation","authors":"R. Pasupathy, Harsha Honnappa, S. R. Hunter","doi":"10.1287/stsy.2019.0046","DOIUrl":null,"url":null,"abstract":"Suppose f:ℝd→ℝ is a smooth function that is bounded from below. The classic stochastic approximation (SA) recursion used to identify a stationary point of f is given byXk+1=Xk–ηkGk+1(Xk), k≥0, (1)...","PeriodicalId":36337,"journal":{"name":"Stochastic Systems","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1287/stsy.2019.0046","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1287/stsy.2019.0046","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 1
Abstract
Suppose f:ℝd→ℝ is a smooth function that is bounded from below. The classic stochastic approximation (SA) recursion used to identify a stationary point of f is given byXk+1=Xk–ηkGk+1(Xk), k≥0, (1)...
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