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Sufficient And Necessary Condition For The Convergence Of Stochastic Approximation Algorithms

By Jianfeng Feng and Wenbin Liu

Abstract

We show sufficient and necessary condition for the convergence of stochastic approximation algorithms, which were proposed 50 years ago and have been widely applied to various areas and been theoretically intensively investigated as well. In the literature, only various sufficient conditions are known. The condition is simple and has a clear physical meaning.

Year: 2005
OAI identifier: oai:CiteSeerX.psu:10.1.1.137.664
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