Accession Number:

ADA162156

Title:

Asymptotic Behavior of Constrained Stochastic Approximations via the Theory of Large Deviations.

Descriptive Note:

Interim technical rept.,

Corporate Author:

BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1985-07-01

Pagination or Media Count:

55.0

Abstract:

This document describes a projected recursive or stochastic approximation algorithm which arises frequently in applications in control and communications theory. There is a sizeable literature concerning its asymptotic properties as epsilon approaching limit of o with epsilon sub n approaching limit of t or epsilon n approaching infinity. Keywords Convergence Asymptotic normality.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE