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scientific article; zbMATH DE number 4113792 - MaRDI portal

scientific article; zbMATH DE number 4113792

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Publication:4729198

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zbMath0679.62065MaRDI QIDQ4729198

Harold J. Kushner, Paul Dupuis

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic properties projection compact convex subset escape times mean exit time action functionals unconstrained case constrained stochastic approximation bounded random sequence

Mathematics Subject Classification ID

Stochastic approximation (62L20) Large deviations (60F10)

Related Items (1)

A control approach to robust utility maximization with logarithmic utility and time-consistent penalties

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