Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference8 articles.
1. Stochastic Approximation Methods for Constrained and Unconstrained Systems;Kushner,1978
2. A projected stochastic approximation method for adaptive filters and identifiers;Kushner;IEEE Trans. Automatic Control,1980
3. Analysis of recursive stochastic algorithms;Ljung;IEEE Trans. Automatic Control,1977
4. On the weak convergence of a sequence of general stochastic difference equations to a diffusion;Kushner;SIAM J. Appl. Math.,1981
5. H. J. Kushner and Hai Huang, Averaging methods for the asymptotic analysis of learning and adaptive systems, with small adjustment rate, SIAM J. Control Optim., in press.
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