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Kushner, Harold J (1981) Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Journal of Mathematical Analysis and Applications, 82. 524-542 doi:10.1016/0022-247x(81)90214-6

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Reference TypeJournal (article/letter/editorial)
TitleStochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence
JournalJournal of Mathematical Analysis and Applications
AuthorsKushner, Harold JAuthor
Year1981 (August)Volume82
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(81)90214-6Search in ResearchGate
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Mindat Ref. ID12377890Long-form Identifiermindat:1:5:12377890:3
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Full ReferenceKushner, Harold J (1981) Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Journal of Mathematical Analysis and Applications, 82. 524-542 doi:10.1016/0022-247x(81)90214-6
Plain TextKushner, Harold J (1981) Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Journal of Mathematical Analysis and Applications, 82. 524-542 doi:10.1016/0022-247x(81)90214-6
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 82. Elsevier BV

See Also

These are possibly similar items as determined by title/reference text matching only.

Kushner, Harold J (1977) General convergence results for stochastic approximations via weak convergence theory. Journal of Mathematical Analysis and Applications, 61. 490-503 doi:10.1016/0022-247x(77)90133-0
Kushner, Harold J, Yu, Chen-Fu (1974) Probability methods for the convergence of finite difference approximation to partial differential-integral equations. II. Journal of Mathematical Analysis and Applications, 45. 54-72 doi:10.1016/0022-247x(74)90120-6
Kushner, Harold J (1965) On the stochastic maximum principle with “average” constraints. Journal of Mathematical Analysis and Applications, 12. 13-26 doi:10.1016/0022-247x(65)90050-8
Kushner, Harold J (1965) On stochastic extremum problems: Calculus. Journal of Mathematical Analysis and Applications, 10. 354-367 doi:10.1016/0022-247x(65)90131-9
Stalford, Harold (1981) Stability conditions for nonlinear control processes using Lyapunov functions with discontinuous derivatives. Journal of Mathematical Analysis and Applications, 84. 356-371 doi:10.1016/0022-247x(81)90173-6
Kushner, Harold J (1965) On the stochastic maximum principle: Fixed time of control. Journal of Mathematical Analysis and Applications, 11. 78-92 doi:10.1016/0022-247x(65)90070-3
Kunisch, Karl (1981) Approximation schemes for nonlinear neutral optimal control systems. Journal of Mathematical Analysis and Applications, 82. 112-143 doi:10.1016/0022-247x(81)90228-6
(1981) Editorial Board. Journal of Mathematical Analysis and Applications, 82. doi:10.1016/0022-247x(81)90220-1
Kushner, Harold J., Schweppe, Fred C. (1964) A maximum principle for stochastic control systems. Journal of Mathematical Analysis and Applications, 8. 287-302 doi:10.1016/0022-247x(64)90070-8
Kushner, Harold J (1964) On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory. Journal of Mathematical Analysis and Applications, 8. 332-344 doi:10.1016/0022-247x(64)90073-3
Kushner, Harold J, Yu, Chen-Fu (1974) Approximations, existence, and numerical procedures for optimal stochastic controls. Journal of Mathematical Analysis and Applications, 45. 563-587 doi:10.1016/0022-247x(74)90052-3
 
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