scientific article; zbMATH DE number 778098

MaRDI QIDQ4840546zbMATH OpenFDO

Authors Harold J. Kushner, Jichuan Yang

Publication date 5 March 1996

zbMATH Keywords

stochastic approximation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10)

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Cited in

(3)

• On fast Birkhoff averaging
• Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms
• Estimation of systemic shortfall risk measure using stochastic algorithms

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