Stochastic approximation and the final value theorem (Q1836247)
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scientific article; zbMATH DE number 3795226
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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