scientific article; zbMATH DE number 4043678
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Publication:3780804
zbMATH Open0639.93002MaRDI QIDQ3780804FDOQ3780804
Authors: Michel Métivier, Albert Benveniste, P. Priouret 
Publication date: 1987
Title of this publication is not available (Why is that?)
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ergodicityrate of convergencestochastic approximationaveragingadaptive algorithmsadaptive identification
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20) Strong limit theorems (60F15) Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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- Stochastic mean values, rational expectations, and price movements
- Numerical methods for the pricing of swing options: a stochastic control approach
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- Convergence of the Wang-Landau algorithm
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