Stochastic Approximations via Large Deviations: Asymptotic Properties
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Publication:3698655
DOI10.1137/0323043zbMath0577.90065OpenAlexW2019417674MaRDI QIDQ3698655
Paul Dupuis, Harold J. Kushner
Publication date: 1985
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0323043
large deviationsrecursive algorithmsKiefer-Wolfowitzasymptotic behavior of stochastic approximation algorithmsescape probability estimationRobbins-Munro
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