Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms

DOI10.1109/9.362902zbMath0823.93059OpenAlexW2144800944MaRDI QIDQ4763760

Jichuan Yang, Harold J. Kushner

Publication date: 18 April 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.362902

zbMATH Keywords

feedbackstochastic approximationaveraging

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20)

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