| 引用本文: | 朱允民.一类随机逼近问题的最优迭代次数分配*[J].控制理论与应用,1988,5(2):47~59.[点击复制] |
| Zhu Yunmin.Optimal Allocations of Iteration Times of a Class of Stochastic Approximation Problem[J].Control Theory and Technology,1988,5(2):47~59.[点击复制] |
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| 一类随机逼近问题的最优迭代次数分配* |
| Optimal Allocations of Iteration Times of a Class of Stochastic Approximation Problem |
| 摘要点击 640 全文点击 400 投稿时间：1987-03-30 修订日期：1988-01-11 |
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| DOI编号 |
| 1988,5(2):47-59 |
| 中文关键词 |
| 英文关键词 |
| 基金项目 |
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| 中文摘要 |
| 本文考虑一类各分量相对独立的多维随机逼近问题。从最小渐近方差的要求出发，分析出各分量最优迭代次数分配比例，并给出实现这种迭代次数分配策略及策略参数的适应性的递推估计公式。 |
| 英文摘要 |
| In this paper a class of stochastic approximation problem with independent components was discussed. For achieving the minimal asymptotic covariance of approximation errors the optimal allocation ratio of iteration times was analyzed and determined out, a strategy for realizing this optimal ratio was proposed, and an adaptive recursive algorithm for the parameters in the strategy was developed. |
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