Stochastic approximation and optimization of random systems

@inproceedings{Ljung1992StochasticAA,
title={Stochastic approximation and optimization of random systems},
author={L. Ljung and G. Pflug and Harro Walk},
year={1992}
}

I Foundations of stochastic approximation.- 1 Almost sure convergence of stochastic approximation procedures.- 2 Recursive methods for linear problems.- 3 Stochastic optimization under stochastic constraints.- 4 A learning model recursive density estimation.- 5 Invariance principles in stochastic approximation.- 6 On the theory of large deviations.- References for Part I.- II Applicational aspects of stochastic approximation.- 7 Markovian stochastic optimization and stochastic approximationâ€¦Â Expand