Abstract stochastic approximations and applications (Q1122911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Abstract stochastic approximations and applications |
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Abstract stochastic approximations and applications (English)
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1989
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An abstract recursive algorithm of stochastic approximation type for Hilbert-space valued processes is studied. Several applications where such abstract algorithms arise, e.g. in problems of identification of (possibly distributed) systems and optimization problems, are given. Convergence theorems for the general and the linear case are proved.
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linear algorithms
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Banach spaces
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abstract recursive algorithm
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Hilbert- space valued processes
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identification
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optimization problems
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Convergence theorems
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