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Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets† - MaRDI portal

Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets

From MaRDI portal
Publication:4721309

DOI10.1080/17442508708833451zbMath0614.60023OpenAlexW1978160301MaRDI QIDQ4721309

Paul Dupuis

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/4382




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