Stochastic Approximations via Large Deviations: Asymptotic Properties (Q3698655)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic Approximations via Large Deviations: Asymptotic Properties
scientific article

    Statements

    Stochastic Approximations via Large Deviations: Asymptotic Properties (English)
    0 references
    0 references
    0 references
    0 references
    1985
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    recursive algorithms
    0 references
    escape probability estimation
    0 references
    asymptotic behavior of stochastic approximation algorithms
    0 references
    Robbins-Munro
    0 references
    Kiefer-Wolfowitz
    0 references
    large deviations
    0 references
    0 references