论文信息 - Stochastic approximation with 'controlled Markov' noise - 字舞流文

Stochastic approximation with 'controlled Markov' noise

Vivek S. Borkar | V. Borkar

[1] Josef Hofbauer,et al. Stochastic Approximations and Differential Inclusions , 2005, SIAM J. Control. Optim..

[2] V. Borkar. Probability Theory: An Advanced Course , 1995 .

[3] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[4] Pierre Priouret,et al. Adaptive Algorithms and Stochastic Approximations , 1990, Applications of Mathematics.

[5] Vivek S. Borkar,et al. Optimal Control of Diffusion Processes , 1989 .

[6] A. Balakrishnan. Applied Functional Analysis , 1976 .

[7] T. Parthasarathy. Selection Theorems and Their Applications , 1972 .