Asymptotic properties of stochastic approximation procedures in the case of correlated noise

zbMath0603.62091MaRDI QIDQ1082766

D. O. Chikin, Alexander S. Poznyak

Publication date: 1984

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

zbMATH Keywords

asymptotic normalitycorrelated noiseconvergence ratemean square convergenceSufficient conditionsconvergence with probability 1scalar stochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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