The Robbins-Monro type stochastic differential equations. III. Polyak's averaging (Q3585328)

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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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