Borkar, V. S. (2003) Avoidance of traps in stochastic approximation Systems & Control Letters, 50 (1). pp. 1-9. ISSN 0167-6911
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/S0167-6911(03)00118-X
Abstract
An estimate for the 'lock-in'probability of stochastic approximation, i.e., the probability of convergence to an attractor given that the algorithm is in its domain of attraction after a sufficiently long time, is derived and is used for proving a.s. avoidance of traps, i.e., convergence only to the stable attractors.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Stochastic Approximation; O. D. E. Limit; Lock-in Probability; Avoidance of Traps; Kushner-clark Lemma |
| ID Code: | 5280 |
| Deposited On: | 18 Oct 2010 07:54 |
| Last Modified: | 20 May 2011 08:58 |
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