An invariant measure approach to the convergence of stochastic approximations with state dependent noise.

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Bibliographic Details
Title: An invariant measure approach to the convergence of stochastic approximations with state dependent noise.
Authors: Kushner, Harold J., Shwartz, Adam
Source: SIAM Journal on Control & Optimization; January 1984, Vol. 22, p13-27, 15p
Database: Applied Science & Technology Source
Description
ISSN:03630129
DOI:10.1137/0322002