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- 2015
基于平均化的截尾随机逼近算法
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Abstract:
摘要 考察带有随机干扰线性系统的随机逼近问题. 基于Polyak和Juditsky(SIAM J. Control & Optimization, 1992, 30:838-855)中的平均化加速算法,提出平均化的截尾算法. 证明该算法下随机逼近序列的强相合性和渐近正态性.
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