两个时间尺度的随机近似：一般情况

IF 1.2 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2025-07-27 DOI:10.1016/j.spa.2025.104759

Vivek S. Borkar

引用次数: 0

摘要

分析了任意一个或两个时间尺度上的迭代不一定收敛时的双时间尺度随机逼近。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Stochastic approximation with two time scales: The general case

Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.