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Publication Type
Book Chapter
Author, Analytic
Rodkina, Alexandra E.
Author Affiliation, Ana.
Department of Mathematics and Computer Science
Title, Analytic
On convergence of discrete stochastic approximation procedures
Medium Designator
n/a
Connective Phrase
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Author, Monographic
Elaydi, S.; Fenner, J. López; Ladas, G.; Pinto, M.
Author Role
Editors
Title, Monographic
New trends in difference equations: Proceedings of the fifth international conferences on difference equations, Temuco, Chile, 2-7 January 2000
Reprint Status
n/a
Edition
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Place of Publication
London
Publisher Name
Taylor and Francis
Date of Publication
2000
Volume ID
n/a
Issue ID
n/a
Page(s)
251-65
Series Editor
n/a
Series Editor Role
n/a
Series Title
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Series Volume Identification
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Series Issue Identification
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Connective Phrase
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Location/URL
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Notes
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Abstract
The discrete stochastic approximation procedure of Robbins-Monroe type xi+1 = xi+ giF [xi, xi-1,..., xi-k] + gis [i, xi, xi-1,..., x0] xi+1 is considered, where {xi} is a martingale-difference and {gi} is nonrandom sequence of positive numbers. Results on the almost-sure asymptotic stability of the procedure and the degree of convergence of |xn|˛ ® 0 are obtained. The approach is based on the general theory of martingales and Lyapunov-Krasovskii functional method.....
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