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math.OC2026
Lie bracket approximations of RMSprop for Extremum Seeking Control
Victoria Grushkovskaya, Christian Ebenbauer
This paper presents novel extremum seeking algorithms inspired by RMSProp dynamics and based on Lie bracket approximation techniques. To inherit the behavior of the classical conti…
math.OC2026
Averaging of Random Vibrations in Mechanical Systems in the Sense of Ito, Stratonovich, and Sussmann
Raik Suttner, Christian Ebenbauer
In this paper, we investigate a stochastic averaging principle for a large class of mechanical systems in the presence of random vibrations. We show that a known deterministic aver…