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 approximation… Expand
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