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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1987 Issue 9, Pages 95–109 (Mi at4555)

Adaptive Systems

Recurrent algorithms of search optimization in the presence of relative noise. I. Utmost potential

D. A. Murtazin, A. S. Poznyak

Moscow

Abstract: Search optimization is discussed in the presence of noise whose intensity is functionally related with deviation from the desired maximum point. The utmost potential of recurrent stochastic algorithms is analyzed in application to such problems. Problem varieties are analyzed for which the order of the fastest possible asymptotic rate of convergence is estimated explicitly for such algorithms.

UDC: 62-505.7


Received: 14.01.1986



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