Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
type: Item
instance of: scholarly article
title: Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
zbMATH Open document ID: 0473.62074
DOI: 10.1016/0022-247X(81)90214-6
author: Harold J. Kushner
published in: Journal of Mathematical Analysis and Applications
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 3742446
zbMATH Keywords: automata problem
zbMATH Keywords: Robbins-Monro process
zbMATH Keywords: weak convergence results
zbMATH Keywords: averaging method
zbMATH Keywords: ordinary differential equation method
MaRDI profile type: Publication
cites work: Q3896848
cites work: A projected stochastic approximation method for adaptive filters and identifiers
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cites work: On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
cites work: Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate
description: scientific article; zbMATH DE number 3742446