Matches in SemOpenAlex for { <https://semopenalex.org/work/W1986446408> ?p ?o ?g. }
- W1986446408 endingPage "96" @default.
- W1986446408 startingPage "87" @default.
- W1986446408 abstract "Abstract Stochastic recursive algorithms, also known as stochastic approximation, take many forms and have numerous applications. It is the asymptotic properties that are of interest. The early history, starting with the work of Robbins and Monro, is discussed. An approach to proofs of convergence with probability one is illustrated by a stability‐type argument. For general noise processes and algorithms, the most powerful current approach is what is called the ordinary differential equations (ODE) method. The algorithm is interpolated into a continuous‐time process, which is shown to converge to the solution of an ODE, whose asymptotic properties are those of the algorithm. There are probability one and weak convergence methods, the latter being the easiest to use and the most powerful. After discussing the basic ideas and giving some standard proofs, extensions are outlined. These include multiple time scales, tracking of time changing systems, state‐dependent noise, rate of convergence, and random direction methods for high‐dimensional problems. Copyright © 2009 John Wiley & Sons, Inc. This article is categorized under: Algorithms and Computational Methods > Stochastic Optimization" @default.
- W1986446408 created "2016-06-24" @default.
- W1986446408 creator A5028818641 @default.
- W1986446408 date "2009-12-31" @default.
- W1986446408 modified "2023-10-13" @default.
- W1986446408 title "Stochastic approximation: a survey" @default.
- W1986446408 cites W13282426 @default.
- W1986446408 cites W1490672731 @default.
- W1986446408 cites W1491706803 @default.
- W1986446408 cites W1498711961 @default.
- W1986446408 cites W1527117384 @default.
- W1986446408 cites W1568229137 @default.
- W1986446408 cites W1967049706 @default.
- W1986446408 cites W1973457547 @default.
- W1986446408 cites W1975622974 @default.
- W1986446408 cites W1979761486 @default.
- W1986446408 cites W1989240959 @default.
- W1986446408 cites W1994616650 @default.
- W1986446408 cites W1994821039 @default.
- W1986446408 cites W2002097465 @default.
- W1986446408 cites W2004237652 @default.
- W1986446408 cites W2004401795 @default.
- W1986446408 cites W2009797711 @default.
- W1986446408 cites W2013866527 @default.
- W1986446408 cites W2019417674 @default.
- W1986446408 cites W2019686011 @default.
- W1986446408 cites W2035418013 @default.
- W1986446408 cites W2043382637 @default.
- W1986446408 cites W2045334340 @default.
- W1986446408 cites W2045702516 @default.
- W1986446408 cites W2056698052 @default.
- W1986446408 cites W2071983464 @default.
- W1986446408 cites W2082302101 @default.
- W1986446408 cites W2086161653 @default.
- W1986446408 cites W2089256099 @default.
- W1986446408 cites W2089876099 @default.
- W1986446408 cites W2096727359 @default.
- W1986446408 cites W2104969936 @default.
- W1986446408 cites W2108916630 @default.
- W1986446408 cites W2110519072 @default.
- W1986446408 cites W2114364126 @default.
- W1986446408 cites W2115247028 @default.
- W1986446408 cites W2119618882 @default.
- W1986446408 cites W2124289529 @default.
- W1986446408 cites W2125812768 @default.
- W1986446408 cites W2144800944 @default.
- W1986446408 cites W2156948165 @default.
- W1986446408 cites W2161288366 @default.
- W1986446408 cites W2162746441 @default.
- W1986446408 cites W2164438483 @default.
- W1986446408 cites W2173639595 @default.
- W1986446408 cites W2235056388 @default.
- W1986446408 cites W2497446532 @default.
- W1986446408 cites W2565654137 @default.
- W1986446408 cites W2802739963 @default.
- W1986446408 cites W3048363715 @default.
- W1986446408 cites W4213329537 @default.
- W1986446408 cites W4234369034 @default.
- W1986446408 cites W4240850484 @default.
- W1986446408 cites W4302367620 @default.
- W1986446408 cites W2175964861 @default.
- W1986446408 doi "https://doi.org/10.1002/wics.57" @default.
- W1986446408 hasPublicationYear "2009" @default.
- W1986446408 type Work @default.
- W1986446408 sameAs 1986446408 @default.
- W1986446408 citedByCount "54" @default.
- W1986446408 countsByYear W19864464082012 @default.
- W1986446408 countsByYear W19864464082013 @default.
- W1986446408 countsByYear W19864464082014 @default.
- W1986446408 countsByYear W19864464082015 @default.
- W1986446408 countsByYear W19864464082016 @default.
- W1986446408 countsByYear W19864464082017 @default.
- W1986446408 countsByYear W19864464082018 @default.
- W1986446408 countsByYear W19864464082019 @default.
- W1986446408 countsByYear W19864464082020 @default.
- W1986446408 countsByYear W19864464082021 @default.
- W1986446408 countsByYear W19864464082022 @default.
- W1986446408 countsByYear W19864464082023 @default.
- W1986446408 crossrefType "journal-article" @default.
- W1986446408 hasAuthorship W1986446408A5028818641 @default.
- W1986446408 hasConcept C105795698 @default.
- W1986446408 hasConcept C108710211 @default.
- W1986446408 hasConcept C112972136 @default.
- W1986446408 hasConcept C11413529 @default.
- W1986446408 hasConcept C119857082 @default.
- W1986446408 hasConcept C126255220 @default.
- W1986446408 hasConcept C127162648 @default.
- W1986446408 hasConcept C134306372 @default.
- W1986446408 hasConcept C151319957 @default.
- W1986446408 hasConcept C160403385 @default.
- W1986446408 hasConcept C162324750 @default.
- W1986446408 hasConcept C199360897 @default.
- W1986446408 hasConcept C2524010 @default.
- W1986446408 hasConcept C2777303404 @default.
- W1986446408 hasConcept C28826006 @default.
- W1986446408 hasConcept C31258907 @default.
- W1986446408 hasConcept C33923547 @default.
- W1986446408 hasConcept C34862557 @default.