An alternative proof for convergence of stochastic approximation algorithms is provided. The proof is completely deterministic, very elementary (involving only basic notions of convergence), and direct in that it remains in a discrete setting. An alternative form of the Kushner-Clark condition is introduced and utilized and the results are the first to prove necessity for general gain sequences in a Hilbert space setting.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering