AN AVERAGING METHOD FOR STOCHASTIC APPROXIMATIONS WITH DISCONTINUOUS DYNAMICS, CONSTRAINTS, AND STATE DEPENDENT NOISE11Work supported in part by the Air Force Office of Scientific Research under AFOSR 76-306D, in part by the National Science Foundation under NSF-Eng 77-12946-A02 and in part by the Office of Naval Research under N00014-76-C-0279-P0004.-Reference-Cited by-同舟云学术

AN AVERAGING METHOD FOR STOCHASTIC APPROXIMATIONS WITH DISCONTINUOUS DYNAMICS, CONSTRAINTS, AND STATE DEPENDENT NOISE11Work supported in part by the Air Force Office of Scientific Research under AFOSR 76-306D, in part by the National Science Foundation under NSF-Eng 77-12946-A02 and in part by the Office of Naval Research under N00014-76-C-0279-P0004.

Published:1983 Issue: Volume: Page:211-235
ISSN:
Container-title:Recent Advances in Statistics
language:
Short-container-title:

Author:

Kushner Harold J.

Publisher

Elsevier

Reference15 articles.

1. “A Stochastic Approximation Method,”;Robbins;Ann. Math. Statist.,1951

2. “Stochastic Estimation of the Maximum of a Regression Function,”;Kiefer;Ann. Math. Statist.,1952

3. Stochastic Approximation;Wasan,1969

4. Stochastic Approximation and Recursive Estimation;Nevelson,1972

5. “Analysis of Recursive Stochastic Algorithms,”;Ljung;IEEE Trans. on Automatic Control,1977

Cited by 7 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. Stochastic approximation with random truncations, state-dependent noise and discontinuous dynamics;Stochastics and Stochastic Reports;1998-07

2. Analysis of an identification algorithm arising in the adaptive estimation of Markov chains;Mathematics of Control, Signals, and Systems;1990-03

3. Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function;SIAM Journal on Control and Optimization;1989-11

4. Stochastic Approximation and Large Deviations: Upper Bounds and w.p.1 Convergence;SIAM Journal on Control and Optimization;1989-09

5. Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms;SIAM Journal on Control and Optimization;1987-09