University of Georgia
Mathematics Department Colloquium
George Yin
Wayne State University
March 18, 1999
Stochastic Approximation and Applications
Abstract:
Owing to a wide range of applications, the study of stochastic
approximation that involves dynamically defined stochastic processes
has drawn much attention. In this talk, we will give the formulation
of stochastic approximation, review some of the recent progress,
demonstrate the convergence, rates of convergence, and other
asymptotic properties, discuss the efficiency of the algorithms, and
examine several applications in control and optimization, signal
processing, manufacturing, and chemical engineering.