scientific article; zbMATH DE number 2135172
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Publication:4650852
zbMATH Open1069.39014MaRDI QIDQ4650852FDOQ4650852
Authors: Alexandra Rodkina 
Publication date: 18 February 2005
Title of this publication is not available (Why is that?)
Recommendations
convergencemartingalesstochastic approximationstochastic difference equationasymptotic stabilityLyapunov-Krasovskii functional methodRobbins-Monroe procedure
Martingales with discrete parameter (60G42) Discrete version of topics in analysis (39A12) Random operators and equations (aspects of stochastic analysis) (60H25)
Cited In (20)
- Discrete stochastic procedure in Markov accidental environment
- Convergence of stochastic approximation procedures with dependent noise
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- A note on continuous-time stochastic approximation in infinite dimensions
- Stochastic approximation procedures for Lévy-driven SDEs
- On a class of stochastic differential equations arising from the stochastic approximation theory
- Title not available (Why is that?)
- Convergence of stochastic approximation via martingale and converse Lyapunov methods
- Convergence of Markovian stochastic approximation with discontinuous dynamics
- On the almost sure convergence of a general stochastic approximation procedure
- Title not available (Why is that?)
- Title not available (Why is that?)
- Discrete Approximation Processes of King’s Type
- Discrete stochastic approximation procedure in the scheme of diffusion averaging
- Title not available (Why is that?)
- Convergence of a class of stochastic approximation procedures
- On the convergence of global rational approximants for stochastic discrete event systems
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