3 search results - page 1 / 1 » Approximation algorithms for stochastic orienteering |
SIAMCO
2000
15 years 1 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
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SIAMCO
2002
15 years 1 months ago
2002
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
SIAMCO
2000
15 years 1 months ago
2000
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...