Stochastic approximation and the final value theorem

DOI10.1016/0304-4149(82)90031-XzbMath0504.62075OpenAlexW1990739069WikidataQ127981791 ScholiaQ127981791MaRDI QIDQ1836247

Victor Solo

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90031-x

zbMATH Keywords

stochastic differential equationinvariance principleslaw of iterated logarithmfinal value theoremKiefer-Wolfowitz proceduresRobbins- Monro-procedures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

Related Items

Stochastic approximation with dependent noise ⋮ Convergence of a class of stochastic approximation procedures ⋮ Estimating the Mahalonobis distance ⋮ Exact bounds for the rate of convergence in general stochastic approximation procedures

Cites Work

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