The dynamic system method and the traps
Brandiere, Odile
HAL, hal-00694266 / Harvested from HAL
We transpose the ordinary differential equation method (used for decreasing stepsize stochastic algorithms) to a dynamical system method to study dynamical systems disturbed by a noise decreasing to zero. We prove that such an algorithm does not fall into a regular trap if the noise is exciting in an unstable direction.
Publié le : 1998-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]
@article{hal-00694266,
     author = {Brandiere, Odile},
     title = {The dynamic system method and the traps},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00694266}
}
Brandiere, Odile. The dynamic system method and the traps. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/hal-00694266/