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Fabian's algorithm in the theory of self-adjusting systems - MaRDI portal

Fabian's algorithm in the theory of self-adjusting systems

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Publication:1058502

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zbMath0564.93070MaRDI QIDQ1058502

Yu. M. Kaniovskij

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

convergence nonunique solution Fabian's modification Robbins-Monro and Kiefer-Wolfowitz stochastic approximation algorithms

Mathematics Subject Classification ID

Stochastic programming (90C15) Adaptive control/observation systems (93C40) Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

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