Stochastic approximation methods for constrained and unconstrained systems
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Publication:1248264
zbMATH Open0381.60004MaRDI QIDQ1248264FDOQ1248264
Authors: Dean S. Clark, Harold J. Kushner 
Publication date: 1978
Published in: Applied Mathematical Sciences (Search for Journal in Brave)
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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- Abstract stochastic approximations and applications
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- Asymptotic pseudotrajectories and chain recurrent flows, with applications
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- Stochastic gradient algorithm with random truncations
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
- On the almost sure asymptotic behaviour of stochastic algorithm
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- A new hybrid stochastic approximation algorithm
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- Stochastic approximation algorithms with constant step size whose average is cooperative
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- Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms
- Almost sure convergence of Titterington's recursive estimator for mixture models
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- A second-order iterated smoothing algorithm
- On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
- Recursive identification in continuous-time stochastic processes
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- An analysis of convergence for a learning version of the subspace method
- Approximation of the initial reserve for known ruin probabilities
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- Strong consistency of recursive identification by no use of persistent excitation condition
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