Abstract: Consider the stochastic approximation X/sub n+1/=X/sub n/+a/sub n/g(X/sub n/, /spl xi//sub n/), where 0 0. The averaging method is essentially "off line" in the sense that the actual SA ...
Ruihua Liu received his B.E. (1985), M.E. (1988) and Ph.D. (1994) in Engineering Science with a specialization in control theory and application from China's Nankai University. He came to the U.S. in ...
Abstract: We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time ...