Asymptotic behavior of stochastic approximation and large deviations

DOI10.1109/TAC.1984.1103434zbMath0556.93076MaRDI QIDQ3222102

Harold J. Kushner

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertieslarge deviationsstochastic approximation algorithms

Mathematics Subject Classification ID

Stochastic approximation (62L20) Large deviations (60F10) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions ⋮ High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling ⋮ Linear stochastic approximation driven by slowly varying Markov chains ⋮ Empirical measure large deviations for reinforced chains on finite spaces

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