It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
The focus of this paper is on the set intersection problem for closed convex sets admitting projection operation in a closed form. The objective is to investigate algorithms that w...
Several theoretical analyses of the dynamics of particle swarms have been offered in the literature over the last decade. Virtually all rely on substantial simplifications, incl...
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...