Stochastic approximation algorithms: overview and recent trends

Bharath, B. ; Borkar, V. S. (1999) Stochastic approximation algorithms: overview and recent trends Sadhana (Academy Proceedings in Engineering Sciences), 24 (4-5). pp. 425-452. ISSN 0256-2499

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Stochastic approximation is a common paradigm for many stochastic recursions arising both as algorithms and as models of some stochastic dynamic phenomena. This article gives an overview of the known results about their asymptotic behaviour, highlights recent developments such as distributed and multiscale algorithms, and describes existing and potential applications, and other related issues.

Item Type:Article
Source:Copyright of this article belongs to Indian Academy of Sciences.
Keywords:Stochastic Approximation; Asymptotic Convergence; Stochastic Optimization; Learning Algorithms
ID Code:81442
Deposited On:06 Feb 2012 05:21
Last Modified:18 May 2016 22:59

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