Liu, W.B. and Chen, N. and Feng, J.F. (2006) Necessary and Sufficient Conditions for Convergence of Stochastic Approximation Algorithms. probability and statistics Letter, 76 (2). pp. 203-210. ISSN 0167-7152 .
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Abstract
We present a sufficient and necessary condition for the convergence of stochastic approximation algorithms, which were proposed 50 years ago, have been widely applied to various areas and intensively investigated in theory. In the literature, only various sufficient conditions are known. The obtained condition is simple and has a clear physical meaning.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | stochastic approximation algorithms; simulated annealing; local minima; global minima |
| Subjects: | H Social Sciences > HA Statistics > HA33 Management Science |
| Divisions: | Faculties > Social Sciences > Kent Business School |
| Depositing User: | Steve Wenbin Liu |
| Date Deposited: | 07 Sep 2008 15:21 |
| Last Modified: | 14 Jan 2010 14:31 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/8487 (The current URI for this page, for reference purposes) |
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