Some Generalizations of Dynamic Stochastic Approximation Processes
动态随机逼近过程的若干推广
Some generalizations of Dupac's dynamic stochastic approximation have been worked out to the more general cases of time variation. Sufficient conditions for convergence in the mean square and with probability one are given in case of deterministic trend and convergence with a bound is proved for the random trend case, using the estimation scheme $x_{n+1} = g_n(x_n) + a_n(\alpha - y_{n+1}(g_n(x_n)))$. This estimation procedure seems to be of practical use to a variety of…