title: Finding fixed points of functions by stochastic approximation method
metadata.name: dc.contributor.author
metadata.value: Krasulina, Tatiana P.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2017-07-05T09:00:46Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2017-07-05T09:00:46Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2017-03
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Krasulina T.P. Finding fixed points of functions by stochastic approximation method. Vestnik SPbSU. Mathematics. Mechanics. Astronomy, 2017, vol. 4 (62), issue 1, pp. 22–24.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2017.104
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/6679
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In this paper, a stochastic approximation method is used to find a fixed point of a function observed with
  an additive error. The result is obtained under the assumptions of Gladyshev’s theorem on root finding
  problem. It is also assumed that the function is either a pseudo-contraction, or relaxed contraction, or
  hemi-contraction, or quasi-contraction, or generalized contraction. By using techniques based on supermartingales,
  it is shown that a modified Robbins Monro process converges to the fixed point with
  probability one. The established theorem is less restrictive than a prior result by S. V.Komarov since
  this theorem imposes no special requirements to the studied function. Refs 4.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 4 (62); Issue 1
metadata.lang: -
metadata.name: dc.subject
metadata.value: stochastic approximation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: fixed point of function
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: pseudocontraction of function
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Finding fixed points of functions by stochastic approximation method
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 04-Krasulina.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/6679/1/04-Krasulina.pdf
resources.format: Adobe PDF
resources.size: 199,16 kB