An Introduction to Development of Centralized and Distributed Stochastic Approximation Algorithm with Expanding Truncations
The stochastic approximation algorithm (SAA), starting from the pioneer work by Robbins and Monro in 1950s, has been successfully applied in systems and control, statistics, machine learning, and so forth. In this paper, we will review the development of SAA in China, to be specific, the stochastic...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Algorithms |
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| Online Access: | https://www.mdpi.com/1999-4893/14/6/174 |