Abstract stochastic approximations and applications

DOI10.1016/0304-4149(89)90107-5zbMath0676.62063OpenAlexW2034946992WikidataQ59313628 ScholiaQ59313628MaRDI QIDQ1122911

Adam Shwartz, Nadav Berman

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90107-5

zbMATH Keywords

identificationBanach spacesoptimization problemslinear algorithmsConvergence theoremsabstract recursive algorithmHilbert- space valued processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20) Limit theorems in probability theory (60F99)

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On h–valued stochastic approximation: finite dimenstional projections, Stochastic fictitious play with continuous action sets, Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion, On H-valued Robbins-Monro processes, Nonparametric adaptive learning with feedback

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