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Discrete stochastic approximation procedure in the scheme of diffusion averaging - MaRDI portal

Discrete stochastic approximation procedure in the scheme of diffusion averaging (Q5954037)

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scientific article; zbMATH DE number 1698128
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English
Discrete stochastic approximation procedure in the scheme of diffusion averaging
scientific article; zbMATH DE number 1698128

    Statements

    Discrete stochastic approximation procedure in the scheme of diffusion averaging (English)
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    30 January 2002
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    stochastic approximation
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    Lyapunov function
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    Markov process
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    regression function
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    diffusion averaging
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    Identifiers