Stochastic approximation methods for constrained and unconstrained systems

zbMATH Open0381.60004MaRDI QIDQ1248264FDOQ1248264

Authors: Dean S. Clark, Harold J. Kushner 

Publication date: 1978

Published in: Applied Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic approximation (62L20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Estimation and detection in stochastic control theory (93E10)

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