Stochastic approximation with state-dependent noise

zbMath1232.90313MaRDI QIDQ866214

Chen, Hanfu

Publication date: 20 February 2007

Published in: Science in China. Series E (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic methods, stochastic differential equations (65C99)

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