Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems

DOI10.1137/0323047zbMath0581.93063OpenAlexW1978074747MaRDI QIDQ3705329

Harold J. Kushner, Adam Shwartz

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323047

zbMATH Keywords

algorithmconvergencerate of convergencerecursive estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic approximation (62L20) Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55)

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