Stochastic approximation and the final value theorem (Q1836247)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation and the final value theorem |
scientific article |
Statements
Stochastic approximation and the final value theorem (English)
0 references
1982
0 references
final value theorem
0 references
stochastic differential equation
0 references
Kiefer-Wolfowitz procedures
0 references
invariance principles
0 references
law of iterated logarithm
0 references
Robbins- Monro-procedures
0 references
