248 search results - page 2 / 50 » Rate of Convergence for Constrained Stochastic Approximation... |
CORR
2006
Springer
13 years 5 months ago
2006
Springer
This paper describes a general framework for converting online game playing algorithms into constrained convex optimization algorithms. This framework allows us to convert the wel...
CDC
2010
IEEE
13 years 13 days ago
2010
IEEE
The asymptotic behavior of stochastic gradient algorithms is studied. Relying on some results of differential geometry (Lojasiewicz gradient inequality), the almost sure pointconve...
MOC
1998
13 years 5 months ago
1998
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
EOR
2007
13 years 5 months ago
2007
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
CDC
2010
IEEE
13 years 13 days ago
2010
IEEE
Abstract-- We study the convergence rate of average consensus algorithms in networks with stochastic communication failures. We show how the system dynamics can be modeled by a dis...