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

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scientific article; zbMATH DE number 5773382
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    The Robbins-Monro type stochastic differential equations. III: Polyak's averaging
    scientific article; zbMATH DE number 5773382

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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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