Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence (Q1158715)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence |
scientific article |
Statements
Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence (English)
0 references
1981
0 references
automata problem
0 references
Robbins-Monro process
0 references
weak convergence results
0 references
averaging method
0 references
ordinary differential equation method
0 references
0 references