Abstract
New algorithms for stochastic approximation under input disturbance are designed. For the multidimensional case, they are simple in form, generate consistent estimates for unknown parameters under “almost arbitrary” disturbances, and are easily “incorporated” in the design of quantum devices for estimating the gradient vector of a function of several variables.
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Granichin, O.N. Randomized Algorithms for Stochastic Approximation under Arbitrary Disturbances. Automation and Remote Control 63, 209–219 (2002). https://doi.org/10.1023/A:1014291407082
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DOI: https://doi.org/10.1023/A:1014291407082