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Stochastic approximation and the final value theorem - MaRDI portal

Stochastic approximation and the final value theorem (Q1836247)

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scientific article; zbMATH DE number 3795226
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English
Stochastic approximation and the final value theorem
scientific article; zbMATH DE number 3795226

    Statements

    Stochastic approximation and the final value theorem (English)
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    1982
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    final value theorem
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    stochastic differential equation
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    Kiefer-Wolfowitz procedures
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    invariance principles
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    law of iterated logarithm
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    Robbins- Monro-procedures
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