| Budget Amount *help |
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2014: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Outline of Final Research Achievements |
We have investigated stopping rules of stochastic approximation, which is a recursive procedure to find the solution to an unknown nonlinear equation via noisy measurements. In fact, we have shown that there is a high probability that the distance between the exact solution and the candidate solution is less than a specified tolerance level when the stochastic approximation stops according to our stopping rule. From our stopping rules, we can know the necessary number of recursions in advance. Furthermore, since the number of recursions required by the stopping rule is a polynomial function of the problem size, this result also provides detailed analysis of the computational complexity of stochastic approximation.
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