Continuous-time stochastic approximation: Convergence and asymptotic efficiency

DOI10.1080/17442509408833947zbMath0851.60028OpenAlexW2020782783MaRDI QIDQ4885240

Chen, Hanfu

Publication date: 4 November 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833947

zbMATH Keywords

efficiencyaveragingrandom truncationscontinuous-time stochastic approximationslow gain

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Strong limit theorems (60F15)

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