{"title":"开放问题-自适应常步随机逼近","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":"{\"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}","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}
Open Problem—Adaptive Constant-Step Stochastic Approximation
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)...