Abstract
We now begin the mathematical study of the algorithms considered in Part I. In this first chapter, we shall consider their behaviour (approximation by solution of the “mean” differential equation termed ODE in Part I, and asymptotic analysis) in a framework which is sufficiently general to cover most of the cases introduced in Part I. Applications to the previous cases will be discussed in detail in Chapter 2.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1990 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Benveniste, A., Métivier, M., Priouret, P. (1990). O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments. In: Adaptive Algorithms and Stochastic Approximations. Applications of Mathematics, vol 22. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-75894-2_8
Download citation
DOI: https://doi.org/10.1007/978-3-642-75894-2_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-75896-6
Online ISBN: 978-3-642-75894-2
eBook Packages: Springer Book Archive