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O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments

  • Albert Benveniste
  • Michel Métivier
  • Pierre Priouret
Part of the Applications of Mathematics book series (SMAP, volume 22)

Abstract

We now begin the mathematical study of the algorithms considered in Part I. In this first chapter, we shall consider their behaviour (approximation by solution of the “mean” differential equation termed ODE in Part I, and asymptotic analysis) in a framework which is sufficiently general to cover most of the cases introduced in Part I. Applications to the previous cases will be discussed in detail in Chapter 2.

Keywords

Compact Subset General Algorithm Asymptotic Analysis Stochastic Algorithm Global Convergence Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1990

Authors and Affiliations

  • Albert Benveniste
    • 1
  • Michel Métivier
  • Pierre Priouret
    • 2
  1. 1.IRISA-INRIARennes CedexFrance
  2. 2.Laboratoire de ProbabilitésUniversité Pierre et Marie CurieParis CedexFrance

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