Abstract stochastic approximations and applications
type: Item
instance of: scholarly article
title: Abstract stochastic approximations and applications
zbMATH Open document ID: 0676.62063
DOI: 10.1016/0304-4149(89)90107-5
author: Adam Shwartz
author: Nadav Berman
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: An abstract recursive algorithm of stochastic approximation type for Hilbert-space valued processes is studied. Several applications where such abstract algorithms arise, e.g. in problems of identification of (possibly distributed) systems and optimization problems, are given. Convergence theorems for the general and the linear case are proved.
reviewed by: T.Fiala
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4107966
zbMATH Keywords: linear algorithms
zbMATH Keywords: Banach spaces
zbMATH Keywords: abstract recursive algorithm
zbMATH Keywords: Hilbert- space valued processes
zbMATH Keywords: identification
zbMATH Keywords: optimization problems
zbMATH Keywords: Convergence theorems
Wikidata QID: Q59313628
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90107-5
OpenAlex ID: W2034946992
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description: scientific article; zbMATH DE number 4107966