The Robbins-Monro type stochastic differential equations. III. Polyak's averaging (Q3585328)
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English | The Robbins-Monro type stochastic differential equations. III. Polyak's averaging |
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The Robbins-Monro type stochastic differential equations. III. Polyak's averaging (English)
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19 August 2010
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stochastic approximation
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Robbins-Monro type SDE
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recursive estimation
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Polyak's averaging
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