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Problemy Peredachi Informatsii, 1979, Volume 15, Issue 3, Pages 70–82 (Mi ppi1501)  
Methods of Signal Processing

Asymptotically Optimal Stochastic Approximation Procedure with Continuous Time

É. Kh. Mustafaev, M. B. Nevel'son
Full-text PDF (1284 kB)
Abstract: Under extremely broad conditions, the authors investigate the properties of finite-dimensional distributions of the optimal (in the ordinary sense) stochastic approximation procedure with continuous time, described by an Ito stochastic differential equation.
Received: 23.08.1978
Bibliographic databases:
Document Type: Article
UDC: 621.391:519.27
Language: Russian
Citation: É. Kh. Mustafaev, M. B. Nevel'son, “Asymptotically Optimal Stochastic Approximation Procedure with Continuous Time”, Probl. Peredachi Inf., 15:3 (1979), 70–82; Problems Inform. Transmission, 15:3 (1979), 212–223
Citation in format AMSBIB
\Bibitem{MusNev79}
\by \'E.~Kh.~Mustafaev, M.~B.~Nevel'son
\paper Asymptotically Optimal Stochastic Approximation Procedure with Continuous Time
\jour Probl. Peredachi Inf.
\yr 1979
\vol 15
\issue 3
\pages 70--82
\mathnet{http://mi.mathnet.ru/ppi1501}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572720}
\zmath{https://zbmath.org/?q=an:0434.60063|0424.60066}
\transl
\jour Problems Inform. Transmission
\yr 1979
\vol 15
\issue 3
\pages 212--223
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    		Проблемы передачи информации Problems of Information Transmission
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