Stochastic Systems

On one-sided convergence of a modified stochastic approximation process

T. P. Krasulina

St. Petersburg State University, St. Petersburg, Russia

Abstract: We study the one-sided convergence of the modified Anbar's process in previously unexplored cases of the choice of the sequence of steps.

Keywords: stochastic approximation, Anbar's process, one-sided convergence, slowly changing sequence of numbers, Kroneker's lemma.

Presented by the member of Editorial Board: A. V. Nazin

Received: 24.03.2017

 English version: Automation and Remote Control, 2018, 79:2, 286–288

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