We find sufficient conditions for convergence of a continuous-time Robbins-Monro type stochastic approximation procedure in infinite dimensional Hilbert spaces in terms of Lyapunova functions, the variational approach to stochastic partial differential equations being used as the main tool.
机构:
Univ Malaysia Pahang, Fac Elect & Elect Engn, Pekan 26600, Pahang, Malaysia
Kyoto Univ, Dept Syst Sci, Grad Sch Informat, Kyoto 6068501, JapanUniv Malaysia Pahang, Fac Elect & Elect Engn, Pekan 26600, Pahang, Malaysia
Ahmad, Mohd Ashraf
Azuma, Shun-ichi
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机构:
Kyoto Univ, Dept Syst Sci, Grad Sch Informat, Kyoto 6068501, JapanUniv Malaysia Pahang, Fac Elect & Elect Engn, Pekan 26600, Pahang, Malaysia
Azuma, Shun-ichi
Sugie, Toshiharu
论文数: 0引用数: 0
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机构:
Kyoto Univ, Dept Syst Sci, Grad Sch Informat, Kyoto 6068501, JapanUniv Malaysia Pahang, Fac Elect & Elect Engn, Pekan 26600, Pahang, Malaysia