Non-Markovian algorithms for statistical optimization with continuous time. II
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Publication:1132839
zbMath0419.93093MaRDI QIDQ1132839
Publication date: 1978
Published in: Automation and Remote Control (Search for Journal in Brave)
asymptotic convergence ratesstatistical optimizationnon-Markovian algorithmsRobbins-Monro and Kiefer-Wolfowitz types
Stochastic programming (90C15) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)
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