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Indexed by:期刊论文
Date of Publication:2015-01-01
Journal:IFAC-PapersOnLine
Included Journals:EI、Scopus
Volume:48
Issue:28
Page Number:229-233
ISSN No.:24058963
Abstract:Smoothed functional gradient algorithm with perturbations distributed according to the Gaussian distribution is considered for stochastic optimization problem with additive noise. A stochastic approximation algorithm with expanding truncations that uses either one-sided or two-sided gradient estimate is given. At each iteration of the algorithm only two observations are required. The algorithm is shown to be convergent under only some mild conditions ? 2015