O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments
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.
KeywordsCompact Subset General Algorithm Asymptotic Analysis Stochastic Algorithm Global Convergence Theorem
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