Stochastic approximation: Theory and applications

MaRDI QIDQ2784998zbMATH OpenFDO

Authors G. Yin

Publication date 20 September 2002

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Optimal stochastic control (93E20)

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Cited in

(14)

• Abstract stochastic approximations and applications
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
• Semimartingale stochastic approximation procedure and recursive estimation
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Central limit theorems for stochastic approximation with controlled Markov chain dynamics
• Simultaneous perturbation stochastic approximation with norm-limited update vector
• Stochastic Approximations via Large Deviations: Asymptotic Properties
• scientific article; zbMATH DE number 550187 (Why is no real title available?)
• Approximations for Probability Distributions and Stochastic Optimization Problems
• A stochastic approximation method with max-norm projections and its applications to the Q-learning algorithm
• Stochastic Approximation Methods for Systems over an Infinite Horizon
• Stochastic approximation
• A stopping rule for stochastic approximation
• Q-learning algorithms with random truncation bounds and applications to effective parallel computing

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