Stopping Rules for Linear Stochastic Approximation
نویسندگان
چکیده
منابع مشابه
Stopping Stochastic Approximation
The practical application of stochastic approximation methods require a reliable means to stop the iterative process when the estimate is close to the optimal value or when further improvement of the estimate is doubtful. Conventional ideas on stopping stochastic algorithms employ probabilistic criteria based on the asymptotic distribution of the stochastic approximation process, often with the...
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ژورنال
عنوان ژورنال: Transactions of the Institute of Systems, Control and Information Engineers
سال: 2012
ISSN: 1342-5668,2185-811X
DOI: 10.5687/iscie.25.39