On the asymptotic behaviour of linear learning processes with partial forgetting
From MaRDI portal
Publication:1330971
DOI10.1007/BF01299707zbMath0799.93061MaRDI QIDQ1330971
Publication date: 10 August 1994
Published in: Monatshefte für Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/178649
93E35: Stochastic learning and adaptive control
34F05: Ordinary differential equations and systems with randomness
60F17: Functional limit theorems; invariance principles
62L12: Sequential estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Differential-difference equations
- On the modulus of one-parameter semigroups
- Theory of functional differential equations. 2nd ed
- Convergence of the Robbins-Monro method for linear problems in a Banach space
- The invariance principle for Banach space valued random variables
- Learning Procedures and Convergence to Rationality
- Rational Expectations Equilibria, Learning, and Model Specification
- The Law of the Iterated Logarithm for Brownian Motion in a Banach Space