Asymptotic properties of quasi-optimal algorithms of stochastic approximation under unknown density of noise

zbMath0926.93074MaRDI QIDQ1287252

Alexander Nazin

Publication date: 25 August 1999

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

zbMATH Keywords

stochastic approximationnoisy observationstwo-step procedurequasi-effective estimatesroot of the unknown function

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20) Existence of optimal solutions to problems involving randomness (49J55)

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