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论文类型：期刊论文

发表时间：2015-01-01

发表刊物：IFAC-PapersOnLine

收录刊物：EI、Scopus

卷号：48

期号：28

页面范围：229-233

ISSN号：24058963

摘要：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