Author:
Dupuis Paul,Kushner Harold J.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference13 articles.
1. Kushner, H.J., Clark, D.S.: Stochastic approximation methods for constrained and unconstrained systems. Berlin Heidelberg New York: Springer 1978
2. Kushner, H.J., Shwartz, A.: An invariant measure approach to the convergence of stochastic approximations with state-dependent noise. SIAM J. on Control and Optim. 22, 13–27 (1984)
3. Ermoliov, Yu.: Methods of stochastic programming (in Russian). Moscow: Nauka 1976
4. Kushner, H.J., Schwarz, A.: Stochastic approximation in Hilbert space: Identification and optimization of linear continuous parameter systems. To appear in SIAM J. on Control and Optimization
5. Pflug, G.: Stochastic minimization with constant step-sizes. To appear in SIAM J. on Control and Optimization
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A model for data transmission and its optimization;Discrete and Continuous Dynamical Systems - B;2024
2. Modeling and Control of Data Transmission;Methodology and Computing in Applied Probability;2023-07-14
3. Preliminaries;Merging Optimization and Control in Power Systems;2022-08-09
4. Stochastic Control of a Class of Dynamical Systems via Path Limits;Journal of Dynamical and Control Systems;2021-07-14
5. Gresham's Law of Model Averaging;American Economic Review;2017-11-01