Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup> (Q4721309)
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scientific article; zbMATH DE number 3994641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup> |
scientific article; zbMATH DE number 3994641 |
Statements
Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup> (English)
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1987
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large deviations of a diffusion
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reflection at the boundary
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stochastic approximation algorithms
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