An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
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Publication:3319636
DOI10.1137/0322002zbMath0535.62069OpenAlexW1973457547MaRDI QIDQ3319636
Harold J. Kushner, Adam Shwartz
Publication date: 1984
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0322002
weak convergenceadaptive controlordinary differential equationrecursive algorithmsstate dependent noiseinvariant measure approach
Stochastic approximation (62L20) Stochastic systems in control theory (general) (93E03) Limit theorems in probability theory (60F99)
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