Some generalizations of dynamic stochastic approximation processes

DOI10.1214/AOS/1176342825zbMath0288.62038OpenAlexW2092667969MaRDI QIDQ1846716

Katsuji Uosaki

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342825

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic approximation (62L20)

Related Items (4)

Unnamed Item ⋮ State estimation scheme for nonlinear dynamical systems based on the stochastic approximation ⋮ Convergence analysis of dynamic stochastic approximation ⋮ Application of multiple Fourier series to identification of multivariable non-stationary systems

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